+350.2%
RCL vs XRT
+123.1%
+227.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.3% |
| 30D | -17.3% | -5.6% | -11.7% | -12.4% |
| 3M | -2.8% | +2.5% | -5.3% | -5.1% |
| 6M | -4.4% | +3.7% | -8.1% | -7.3% |
| YTD | -4.2% | +1.0% | -5.1% | -4.8% |
| 1Y | -23.4% | -1.2% | -22.2% | -22.3% |
| 3Y | +179.4% | +43.4% | +136.0% | +92.8% |
| 5Y | +238.8% | -0.7% | +239.5% | +236.6% |
| 10Y | +350.2% | +123.7% | +226.5% | +60.5% |
| All | +350.2% | +123.1% | +227.0% | +60.5% |
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