+220.3%
RCL vs XYZ
+638.9%
-418.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | -19.0% | -1.7% | -17.3% | -18.7% |
| 3M | -9.6% | +16.7% | -26.3% | -14.7% |
| 6M | -6.7% | +26.9% | -33.5% | -14.7% |
| YTD | -3.9% | +27.1% | -31.1% | -13.5% |
| 1Y | -25.1% | +9.3% | -34.3% | -29.4% |
| 3Y | +179.1% | +42.3% | +136.8% | +125.1% |
| 5Y | +243.3% | -69.3% | +312.6% | +316.6% |
| 10Y | +325.8% | +586.8% | -261.0% | +74.7% |
| All | +220.3% | +638.9% | -418.6% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling