+292.8%
RCL vs XYZ
+655.2%
-362.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -1.2% | -1.1% | -0.1% | -0.8% |
| 30D | +17.8% | +11.5% | +6.3% | +13.2% |
| 3M | +4.9% | +1.8% | +3.1% | +3.8% |
| 6M | +23.7% | +21.2% | +2.5% | +14.8% |
| YTD | +17.8% | +29.9% | -12.1% | +4.9% |
| 1Y | +28.9% | +35.8% | -6.8% | +12.7% |
| 3Y | +241.9% | +62.6% | +179.3% | +163.8% |
| 5Y | +295.4% | -62.8% | +358.2% | +351.7% |
| 10Y | +344.1% | +612.0% | -267.8% | +80.1% |
| All | +292.8% | +655.2% | -362.4% | +48.4% |
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 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