+133.5%
XME vs RL
+214.6%
-81.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +6.0% | -7.8% | +13.8% | +8.6% |
| 3M | -7.7% | -4.0% | -3.7% | -6.9% |
| 6M | +1.0% | -1.9% | +2.8% | +0.5% |
| YTD | +14.6% | -0.2% | +14.8% | +13.1% |
| 1Y | +46.0% | +10.7% | +35.3% | +38.9% |
| All | +133.5% | +214.6% | -81.1% | +51.1% |
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