+261.8%
XOM vs RL
+233.3%
+28.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.6% | +2.6% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | +3.4% | -17.5% | +21.0% | +5.7% |
| 3M | +11.0% | -14.0% | +25.0% | +12.7% |
| 6M | +10.6% | -2.0% | +12.6% | +9.7% |
| YTD | +39.2% | -4.6% | +43.8% | +38.3% |
| 1Y | +52.7% | +9.5% | +43.2% | +47.8% |
| 3Y | +56.8% | +200.5% | -143.7% | +21.0% |
| 5Y | +261.8% | +226.3% | +35.5% | +156.8% |
| All | +261.8% | +233.3% | +28.5% | +156.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling