+274.2%
RCL vs XLB
+39.6%
+234.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.2% |
| 7D | +6.5% | -1.5% | +8.0% | +8.4% |
| 30D | +15.9% | +6.1% | +9.8% | +9.0% |
| 3M | +2.7% | 0.0% | +2.6% | +2.6% |
| 6M | +15.2% | 0.0% | +15.3% | +15.1% |
| YTD | +19.2% | +16.0% | +3.2% | -0.2% |
| 1Y | +31.6% | +24.7% | +6.9% | +1.6% |
| 3Y | +274.2% | +40.4% | +233.8% | +174.9% |
| All | +274.2% | +39.6% | +234.6% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling