+179.4%
RCL vs XHB
+26.5%
+152.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +1.5% |
| 7D | -0.5% | +0.2% | -0.6% | -0.6% |
| 30D | -17.3% | -9.1% | -8.3% | -11.4% |
| 3M | -2.8% | -2.3% | -0.4% | -1.2% |
| 6M | -4.4% | -4.1% | -0.3% | -1.4% |
| YTD | -4.2% | -1.7% | -2.5% | -3.0% |
| 1Y | -23.4% | -15.1% | -8.3% | -14.5% |
| 3Y | +179.4% | +26.8% | +152.6% | +121.8% |
| All | +179.4% | +26.5% | +152.9% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling