+64.6%
XBI vs RCL
-23.3%
+87.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -4.6% | -2.5% | -2.1% | -4.1% |
| 30D | -0.8% | -15.7% | +14.9% | +2.7% |
| 3M | +21.8% | -3.6% | +25.4% | +22.0% |
| 6M | +23.2% | -8.7% | +31.8% | +23.9% |
| YTD | +28.7% | -6.2% | +34.9% | +28.7% |
| All | +64.6% | -23.3% | +87.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling