-23.5%
RCL vs XME
+42.3%
-65.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -15.7% | +1.4% | -17.1% | -16.1% |
| 3M | -8.0% | +2.7% | -10.7% | -8.7% |
| 6M | -10.1% | +6.5% | -16.6% | -11.9% |
| YTD | -5.9% | +15.2% | -21.1% | -11.0% |
| 1Y | -23.5% | +43.5% | -67.0% | -32.2% |
| All | -23.5% | +42.3% | -65.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling