+281.6%
RCL vs XHB
+38.1%
+243.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | 0.0% |
| 7D | +5.0% | +1.3% | +3.6% | +3.8% |
| 30D | +19.4% | +11.8% | +7.6% | +8.6% |
| 3M | +5.9% | -3.8% | +9.8% | +9.2% |
| 6M | +23.8% | +4.1% | +19.7% | +19.1% |
| YTD | +22.8% | +4.0% | +18.9% | +18.0% |
| 1Y | +34.3% | +1.6% | +32.7% | +31.7% |
| 3Y | +276.4% | +43.2% | +233.3% | +150.7% |
| 5Y | +281.6% | +35.8% | +245.7% | +134.1% |
| All | +281.6% | +38.1% | +243.5% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling