+142.5%
XLC vs RCL
+151.8%
-9.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | -5.1% | +4.2% | +0.1% |
| 30D | +1.0% | -19.0% | +20.1% | +5.0% |
| 3M | -0.7% | -9.6% | +8.9% | +0.8% |
| 6M | -5.1% | -6.7% | +1.6% | -4.7% |
| YTD | -4.3% | -3.9% | -0.4% | -4.9% |
| 1Y | -0.6% | -25.1% | +24.5% | +3.0% |
| 3Y | +72.7% | +179.1% | -106.4% | +37.6% |
| 5Y | +38.0% | +243.3% | -205.3% | +1.4% |
| All | +142.5% | +151.8% | -9.3% | +86.2% |
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