+191.6%
XOM vs RL
+308.3%
-116.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.9% | -2.2% | +4.0% | +2.4% |
| 30D | +4.1% | -15.3% | +19.4% | +8.3% |
| 3M | +10.4% | -10.3% | +20.8% | +12.8% |
| 6M | +13.0% | -2.2% | +15.3% | +11.5% |
| YTD | +40.1% | -4.3% | +44.4% | +38.4% |
| 1Y | +51.1% | +8.9% | +42.3% | +43.4% |
| 3Y | +57.7% | +201.4% | -143.7% | +5.2% |
| 5Y | +264.7% | +230.6% | +34.2% | +125.2% |
| All | +191.6% | +308.3% | -116.8% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling