+234.8%
RCL vs XLB
+36.1%
+198.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -3.4% |
| 30D | -19.0% | -0.4% | -18.6% | -18.7% |
| 3M | -9.6% | +2.0% | -11.5% | -12.1% |
| 6M | -6.7% | +1.8% | -8.5% | -9.0% |
| YTD | -3.9% | +16.6% | -20.5% | -22.3% |
| 1Y | -25.1% | +16.9% | -42.0% | -39.6% |
| 3Y | +179.1% | +32.6% | +146.6% | +88.3% |
| All | +234.8% | +36.1% | +198.7% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling