+136.0%
XLC vs RCL
+208.8%
-72.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.7% | -1.2% | +4.9% | +3.9% |
| 30D | -1.9% | +17.8% | -19.8% | -4.9% |
| 3M | -3.1% | +4.9% | -8.1% | -4.3% |
| 6M | -6.4% | +23.7% | -30.1% | -10.6% |
| YTD | -6.8% | +17.8% | -24.6% | -11.1% |
| 1Y | -1.7% | +28.9% | -30.6% | -8.0% |
| 3Y | +64.7% | +241.9% | -177.2% | +26.3% |
| 5Y | +41.1% | +295.4% | -254.3% | +0.7% |
| All | +136.0% | +208.8% | -72.7% | +74.1% |
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