+52.6%
XOM vs RL
+34.3%
+18.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.5% | -9.1% | -3.6% |
| 7D | -7.0% | +5.8% | -12.8% | -5.8% |
| 30D | +3.2% | +12.7% | -9.5% | +6.0% |
| 3M | +10.7% | +9.3% | +1.3% | +13.3% |
| 6M | +11.6% | +16.9% | -5.3% | +16.6% |
| YTD | +43.5% | +17.5% | +26.0% | +49.6% |
| 1Y | +52.6% | +34.6% | +18.0% | +59.3% |
| All | +52.6% | +34.3% | +18.3% | +59.3% |
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