+133.1%
XLC vs RCL
+221.8%
-88.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +1.9% |
| 7D | +7.1% | +5.0% | +2.1% | +6.1% |
| 30D | -2.7% | +19.4% | -22.1% | -5.9% |
| 3M | -3.2% | +5.9% | -9.1% | -4.5% |
| 6M | -7.7% | +23.8% | -31.4% | -11.8% |
| YTD | -8.0% | +22.8% | -30.8% | -12.9% |
| 1Y | -3.1% | +34.3% | -37.3% | -9.9% |
| 3Y | +64.9% | +276.4% | -211.5% | +24.3% |
| 5Y | +39.5% | +281.6% | -242.1% | 0.0% |
| All | +133.1% | +221.8% | -88.7% | +70.7% |
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