+1,397.2%
RCL vs XLB
+835.7%
+561.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +0.9% |
| 7D | +5.0% | -1.4% | +6.3% | +6.7% |
| 30D | +19.4% | +7.1% | +12.3% | +10.9% |
| 3M | +5.9% | +0.6% | +5.3% | +5.0% |
| 6M | +23.8% | +3.5% | +20.3% | +18.9% |
| YTD | +22.8% | +18.2% | +4.6% | +1.5% |
| 1Y | +34.3% | +25.6% | +8.7% | +4.0% |
| 3Y | +276.4% | +46.7% | +229.8% | +146.7% |
| 5Y | +281.6% | +30.9% | +250.7% | +195.7% |
| 10Y | +379.0% | +167.7% | +211.3% | +93.3% |
| All | +1,397.2% | +835.7% | +561.5% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling