+180.9%
XME vs RL
+856.0%
-675.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.8% | -0.3% | +2.8% |
| 7D | +0.9% | +0.2% | +0.7% | +0.7% |
| 30D | -7.3% | +7.3% | -14.6% | -10.4% |
| 3M | -14.8% | +1.0% | -15.8% | -15.6% |
| 6M | -18.4% | +11.8% | -30.2% | -23.8% |
| YTD | -4.7% | +13.6% | -18.3% | -12.2% |
| 1Y | +5.7% | +24.0% | -18.3% | -6.7% |
| 3Y | +104.0% | +256.6% | -152.6% | +3.3% |
| 5Y | +122.4% | +240.2% | -117.8% | +10.8% |
| 10Y | +285.4% | +373.0% | -87.6% | +42.1% |
| All | +180.9% | +856.0% | -675.1% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling