+791.4%
RCL vs XOP
+82.9%
+708.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.1% | +2.6% | -7.7% | -6.6% |
| 30D | -19.0% | +15.4% | -34.5% | -25.9% |
| 3M | -9.6% | +12.1% | -21.6% | -16.9% |
| 6M | -6.7% | +19.7% | -26.4% | -19.9% |
| YTD | -3.9% | +52.4% | -56.3% | -29.3% |
| 1Y | -25.1% | +47.6% | -72.6% | -44.3% |
| 3Y | +179.1% | +34.4% | +144.8% | +113.7% |
| 5Y | +243.3% | +154.4% | +88.9% | +67.3% |
| 10Y | +325.8% | +54.7% | +271.1% | +138.7% |
| All | +791.4% | +82.9% | +708.5% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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