+141.4%
XLC vs RCL
+151.1%
-9.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +0.6% | -0.5% | +1.0% | +0.7% |
| 30D | +0.2% | -17.3% | +17.6% | +3.8% |
| 3M | +0.6% | -2.8% | +3.4% | +0.9% |
| 6M | -4.5% | -4.4% | -0.1% | -4.5% |
| YTD | -4.7% | -4.2% | -0.5% | -5.3% |
| 1Y | -1.7% | -23.4% | +21.7% | +1.5% |
| 3Y | +72.3% | +179.4% | -107.1% | +37.3% |
| 5Y | +37.8% | +238.8% | -201.0% | +1.4% |
| All | +141.4% | +151.1% | -9.8% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling