+380.4%
RCL vs XRT
+149.4%
+231.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +3.1% |
| 7D | +6.5% | +0.9% | +5.6% | +5.6% |
| 30D | +15.9% | +7.9% | +7.9% | +7.2% |
| 3M | +2.7% | -0.2% | +2.8% | +2.5% |
| 6M | +15.2% | +5.6% | +9.7% | +8.9% |
| YTD | +19.2% | +5.7% | +13.6% | +12.9% |
| 1Y | +31.6% | +14.6% | +17.0% | +15.0% |
| 3Y | +274.2% | +50.7% | +223.5% | +144.8% |
| 5Y | +250.1% | -4.8% | +254.9% | +263.6% |
| All | +380.4% | +149.4% | +231.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling