+943.2%
XBI vs RCL
+666.0%
+277.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -0.9% | -0.5% | -0.4% | -0.8% |
| 30D | +2.9% | -17.3% | +20.2% | +7.9% |
| 3M | +26.2% | -2.8% | +29.0% | +26.5% |
| 6M | +30.7% | -4.4% | +35.1% | +31.1% |
| YTD | +32.9% | -4.2% | +37.1% | +32.1% |
| 1Y | +72.3% | -23.4% | +95.6% | +80.2% |
| 3Y | +107.2% | +179.4% | -72.2% | +51.7% |
| 5Y | +23.2% | +238.8% | -215.6% | -18.4% |
| 10Y | +158.5% | +350.2% | -191.7% | +32.6% |
| All | +943.2% | +666.0% | +277.2% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling