+1,006.3%
RCL vs XME
+169.9%
+836.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.0% | -0.8% |
| 7D | +6.5% | -4.5% | +11.0% | +9.6% |
| 30D | +15.9% | -10.9% | +26.7% | +24.6% |
| 3M | +2.7% | -15.3% | +17.9% | +12.9% |
| 6M | +15.2% | -24.6% | +39.9% | +35.0% |
| YTD | +19.2% | -9.6% | +28.9% | +21.9% |
| 1Y | +31.6% | +2.9% | +28.7% | +23.0% |
| 3Y | +274.2% | +86.9% | +187.3% | +126.8% |
| 5Y | +250.1% | +115.2% | +134.9% | +91.3% |
| 10Y | +388.4% | +305.7% | +82.7% | +78.4% |
| All | +1,006.3% | +169.9% | +836.4% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling