+833.8%
RCL vs XHB
+170.3%
+663.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -2.4% |
| 7D | -0.2% | -2.4% | +2.2% | +2.0% |
| 30D | +14.4% | +7.1% | +7.3% | +7.3% |
| 3M | +5.2% | -6.0% | +11.1% | +10.7% |
| 6M | +26.1% | +2.1% | +24.1% | +22.8% |
| YTD | +17.4% | -0.6% | +18.0% | +16.8% |
| 1Y | +24.7% | -3.3% | +28.0% | +27.4% |
| 3Y | +250.9% | +34.1% | +216.8% | +152.6% |
| 5Y | +293.8% | +28.6% | +265.2% | +195.5% |
| 10Y | +342.4% | +235.0% | +107.3% | +46.0% |
| All | +833.8% | +170.3% | +663.5% | +96.3% |
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