+1,181.2%
RCL vs XYL
+449.8%
+731.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.4% |
| 7D | -5.1% | -5.0% | 0.0% | -1.3% |
| 30D | -19.0% | -13.2% | -5.8% | -9.9% |
| 3M | -9.6% | -3.7% | -5.9% | -7.3% |
| 6M | -6.7% | -17.7% | +11.0% | +7.5% |
| YTD | -3.9% | -21.5% | +17.6% | +14.2% |
| 1Y | -25.1% | -24.5% | -0.6% | -8.5% |
| 3Y | +179.1% | +6.9% | +172.2% | +153.9% |
| 5Y | +243.3% | -18.1% | +261.4% | +277.8% |
| 10Y | +325.8% | +134.7% | +191.1% | +144.1% |
| All | +1,181.2% | +449.8% | +731.5% | +351.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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