+238.8%
RCL vs XYZ
-69.7%
+308.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.9% |
| 7D | -0.5% | +2.9% | -3.3% | -1.6% |
| 30D | -17.3% | +1.4% | -18.7% | -18.0% |
| 3M | -2.8% | +14.6% | -17.3% | -7.8% |
| 6M | -4.4% | +20.8% | -25.2% | -11.4% |
| YTD | -4.2% | +23.1% | -27.2% | -13.1% |
| 1Y | -23.4% | +5.6% | -29.0% | -27.0% |
| 3Y | +179.4% | +50.9% | +128.5% | +117.1% |
| 5Y | +238.8% | -68.6% | +307.3% | +249.4% |
| All | +238.8% | -69.7% | +308.5% | +249.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling