+331.2%
RCL vs XYZ
+609.1%
-278.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -5.2% | +2.7% | -0.6% |
| 30D | -15.7% | 0.0% | -15.7% | -15.9% |
| 3M | -3.6% | +18.7% | -22.3% | -9.6% |
| 6M | -8.7% | +20.5% | -29.2% | -15.1% |
| YTD | -6.2% | +21.5% | -27.6% | -14.4% |
| 1Y | -22.9% | +7.2% | -30.1% | -26.9% |
| 3Y | +173.6% | +49.0% | +124.6% | +115.9% |
| 5Y | +226.6% | -68.1% | +294.7% | +293.1% |
| All | +331.2% | +609.1% | -278.0% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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