+1.8%
XME vs RL
+22.6%
-20.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | -9.2% | +7.6% | -16.8% | -11.2% |
| 3M | -17.8% | -1.5% | -16.3% | -17.2% |
| 6M | -20.0% | +12.1% | -32.1% | -23.2% |
| YTD | -6.6% | +13.9% | -20.5% | -13.2% |
| 1Y | +1.8% | +20.7% | -18.9% | -8.9% |
| All | +1.8% | +22.6% | -20.9% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling