+29.3%
RCL vs XE
-63.6%
+92.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +8.5% | -0.1% | +8.6% | +8.3% |
| 30D | +20.4% | -20.0% | +40.4% | +21.8% |
| 3M | +11.0% | -46.9% | +57.8% | +15.1% |
| 6M | +24.9% | -63.7% | +88.5% | +30.8% |
| All | +29.3% | -63.6% | +92.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3y: compounded portfolio wealth divided by compounded XE 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…
3y analysis · Full analysis span regression · 6 months rolling