+350.2%
RCL vs XLB
+159.0%
+191.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +1.0% |
| 7D | -0.5% | -0.2% | -0.2% | -0.2% |
| 30D | -17.3% | -1.7% | -15.6% | -15.5% |
| 3M | -2.8% | +4.4% | -7.1% | -8.6% |
| 6M | -4.4% | +5.0% | -9.4% | -10.8% |
| YTD | -4.2% | +15.5% | -19.6% | -22.1% |
| 1Y | -23.4% | +14.9% | -38.3% | -37.2% |
| 3Y | +179.4% | +34.5% | +144.9% | +82.6% |
| 5Y | +238.8% | +36.5% | +202.2% | +123.1% |
| 10Y | +350.2% | +159.6% | +190.6% | +52.3% |
| All | +350.2% | +159.0% | +191.2% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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