+360.5%
RCL vs XYZ
+637.1%
-276.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | +0.6% | -2.2% | +2.8% | +1.4% |
| 30D | +19.4% | +11.6% | +7.8% | +14.5% |
| 3M | +9.8% | +8.4% | +1.4% | +6.1% |
| 6M | +28.6% | +17.2% | +11.5% | +20.6% |
| YTD | +22.2% | +31.7% | -9.5% | +7.9% |
| 1Y | +29.7% | +30.1% | -0.3% | +14.8% |
| 3Y | +265.3% | +66.4% | +198.9% | +177.3% |
| 5Y | +301.8% | -62.2% | +363.9% | +358.1% |
| 10Y | +360.5% | +621.5% | -261.1% | +110.9% |
| All | +360.5% | +637.1% | -276.6% | +110.9% |
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