+233.1%
RCL vs XEL
+30.6%
+202.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.6% |
| 30D | -17.3% | -1.5% | -15.8% | -17.2% |
| 3M | -2.8% | -0.2% | -2.6% | -2.7% |
| 6M | -4.4% | -5.4% | +1.0% | -3.7% |
| YTD | -4.2% | +5.6% | -9.8% | -5.3% |
| 1Y | -23.4% | +10.5% | -33.8% | -25.0% |
| 3Y | +179.4% | +49.2% | +130.2% | +156.1% |
| All | +233.1% | +30.6% | +202.5% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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