+47.7%
XLE vs RCL
+25.0%
+22.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | -1.2% | +6.6% | +5.2% |
| 30D | -3.9% | +17.8% | -21.8% | -1.1% |
| 3M | +7.0% | +4.9% | +2.1% | +8.4% |
| 6M | +14.2% | +23.7% | -9.5% | +19.0% |
| YTD | +48.2% | +17.8% | +30.4% | +53.1% |
| 1Y | +47.7% | +28.9% | +18.8% | +51.9% |
| All | +47.7% | +25.0% | +22.7% | +51.9% |
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 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