+179.2%
XLE vs RCL
+340.1%
-161.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +5.4% | -1.2% | +6.6% | +5.7% |
| 30D | -3.9% | +17.8% | -21.8% | -8.2% |
| 3M | +7.0% | +4.9% | +2.1% | +4.9% |
| 6M | +14.2% | +23.7% | -9.5% | +6.2% |
| YTD | +48.2% | +17.8% | +30.4% | +36.1% |
| 1Y | +47.7% | +28.9% | +18.8% | +31.9% |
| 3Y | +70.0% | +241.9% | -171.9% | +10.0% |
| 5Y | +169.1% | +295.4% | -126.3% | +53.8% |
| All | +179.2% | +340.1% | -161.0% | +47.4% |
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