+20.8%
XBI vs RCL
+233.3%
-212.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +0.9% | -15.7% | +16.5% | +5.9% |
| 3M | +21.4% | -8.0% | +29.4% | +23.6% |
| 6M | +25.5% | -10.1% | +35.6% | +28.1% |
| YTD | +30.8% | -5.9% | +36.7% | +30.2% |
| 1Y | +68.6% | -23.5% | +92.1% | +77.5% |
| 3Y | +103.9% | +174.4% | -70.5% | +38.3% |
| 5Y | +20.8% | +227.1% | -206.4% | -26.3% |
| All | +20.8% | +233.3% | -212.5% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling