+1,049.2%
RCL vs XME
+179.0%
+870.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.2% |
| 7D | +8.5% | -0.2% | +8.7% | +8.4% |
| 30D | +20.4% | -9.2% | +29.6% | +27.8% |
| 3M | +11.0% | -17.8% | +28.8% | +24.6% |
| 6M | +24.9% | -20.0% | +44.9% | +40.6% |
| YTD | +23.9% | -6.6% | +30.4% | +23.8% |
| 1Y | +30.8% | +1.8% | +29.1% | +23.1% |
| 3Y | +270.4% | +98.7% | +171.7% | +115.5% |
| 5Y | +296.1% | +123.9% | +172.2% | +110.9% |
| 10Y | +375.0% | +277.9% | +97.2% | +80.8% |
| All | +1,049.2% | +179.0% | +870.2% | +289.5% |
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