+877.3%
RCL vs XHB
+182.7%
+694.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | -0.3% |
| 7D | +5.0% | +1.3% | +3.6% | +3.7% |
| 30D | +19.4% | +11.8% | +7.6% | +7.7% |
| 3M | +5.9% | -3.8% | +9.8% | +9.3% |
| 6M | +23.8% | +4.1% | +19.7% | +18.4% |
| YTD | +22.8% | +4.0% | +18.9% | +17.4% |
| 1Y | +34.3% | +1.6% | +32.7% | +31.2% |
| 3Y | +276.4% | +43.2% | +233.3% | +155.2% |
| 5Y | +281.6% | +35.8% | +245.7% | +172.2% |
| 10Y | +379.0% | +259.3% | +119.7% | +48.4% |
| All | +877.3% | +182.7% | +694.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling