+1,071.3%
RCL vs XLB
+822.6%
+248.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -3.6% |
| 30D | -19.0% | -0.4% | -18.6% | -18.8% |
| 3M | -9.6% | +2.0% | -11.5% | -11.6% |
| 6M | -6.7% | +1.8% | -8.5% | -8.5% |
| YTD | -3.9% | +16.6% | -20.5% | -19.3% |
| 1Y | -25.1% | +16.9% | -42.0% | -37.1% |
| 3Y | +179.1% | +32.6% | +146.6% | +105.0% |
| 5Y | +243.3% | +35.6% | +207.7% | +155.7% |
| 10Y | +325.8% | +160.0% | +165.7% | +77.1% |
| All | +1,071.3% | +822.6% | +248.7% | +57.4% |
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