+237.8%
XME vs RL
+740.1%
-502.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.7% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | +6.0% | -7.8% | +13.8% | +9.7% |
| 3M | -7.7% | -4.0% | -3.7% | -6.7% |
| 6M | +1.0% | -1.9% | +2.8% | +0.2% |
| YTD | +14.6% | -0.2% | +14.8% | +12.4% |
| 1Y | +46.0% | +10.7% | +35.3% | +36.0% |
| 3Y | +127.0% | +210.8% | -83.7% | +22.7% |
| 5Y | +175.8% | +238.2% | -62.4% | +37.0% |
| 10Y | +414.6% | +313.4% | +101.3% | +102.8% |
| All | +237.8% | +740.1% | -502.4% | -27.8% |
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