+61.0%
XLC vs RCL
+266.4%
-205.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.2% |
| 7D | +4.9% | +6.5% | -1.6% | +3.6% |
| 30D | -5.8% | +15.9% | -21.7% | -8.5% |
| 3M | -5.4% | +2.7% | -8.1% | -6.2% |
| 6M | -10.2% | +15.2% | -25.4% | -13.1% |
| YTD | -10.2% | +19.2% | -29.4% | -14.8% |
| 1Y | -5.6% | +31.6% | -37.2% | -12.7% |
| 3Y | +61.0% | +274.2% | -213.2% | +23.9% |
| All | +61.0% | +266.4% | -205.4% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling