+49.9%
XLE vs RCL
+27.6%
+22.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.4% | -11.1% | -3.6% |
| 7D | -7.2% | +11.7% | -18.9% | -5.3% |
| 30D | +0.1% | +21.1% | -21.0% | +3.6% |
| 3M | +9.2% | +2.9% | +6.3% | +10.3% |
| 6M | +8.4% | +29.8% | -21.5% | +13.7% |
| YTD | +44.9% | +21.4% | +23.5% | +50.4% |
| 1Y | +49.9% | +32.0% | +17.8% | +54.8% |
| All | +49.9% | +27.6% | +22.3% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling