+173.9%
XLE vs RCL
+368.0%
-194.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.4% |
| 30D | -4.0% | +19.4% | -23.4% | -8.5% |
| 3M | +4.6% | +9.8% | -5.2% | +1.5% |
| 6M | +12.3% | +28.6% | -16.3% | +3.5% |
| YTD | +44.5% | +22.2% | +22.4% | +31.6% |
| 1Y | +42.4% | +29.7% | +12.7% | +27.1% |
| 3Y | +67.0% | +265.3% | -198.3% | +6.2% |
| 5Y | +161.9% | +301.8% | -139.8% | +49.5% |
| 10Y | +173.9% | +360.5% | -186.6% | +44.0% |
| All | +173.9% | +368.0% | -194.1% | +44.0% |
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