+104.0%
XME vs RL
+254.6%
-150.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +3.6% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -7.3% | +7.3% | -14.6% | -9.4% |
| 3M | -14.8% | +1.0% | -15.8% | -15.2% |
| 6M | -18.4% | +11.8% | -30.2% | -22.0% |
| YTD | -4.7% | +13.6% | -18.3% | -9.9% |
| 1Y | +5.7% | +24.0% | -18.3% | -3.0% |
| 3Y | +104.0% | +256.6% | -152.6% | +25.1% |
| All | +104.0% | +254.6% | -150.6% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling