+1,353.6%
RCL vs XLB
+818.2%
+535.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.2% |
| 7D | +6.5% | -1.5% | +8.0% | +8.5% |
| 30D | +15.9% | +6.1% | +9.8% | +8.8% |
| 3M | +2.7% | 0.0% | +2.6% | +2.4% |
| 6M | +15.2% | 0.0% | +15.3% | +15.0% |
| YTD | +19.2% | +16.0% | +3.2% | +0.6% |
| 1Y | +31.6% | +24.7% | +6.9% | +2.7% |
| 3Y | +274.2% | +40.4% | +233.8% | +157.3% |
| 5Y | +250.1% | +30.7% | +219.4% | +171.7% |
| 10Y | +388.4% | +173.3% | +215.1% | +93.3% |
| All | +1,353.6% | +818.2% | +535.4% | +96.2% |
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