+331.9%
RCL vs XHB
+237.3%
+94.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.3% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +17.8% | +9.9% | +7.9% | +7.1% |
| 3M | +4.9% | -6.3% | +11.2% | +11.3% |
| 6M | +23.7% | +3.8% | +19.9% | +17.9% |
| YTD | +17.8% | +0.1% | +17.7% | +16.0% |
| 1Y | +28.9% | -0.8% | +29.7% | +28.2% |
| 3Y | +241.9% | +35.6% | +206.3% | +127.3% |
| 5Y | +295.4% | +29.6% | +265.9% | +173.7% |
| All | +331.9% | +237.3% | +94.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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