+64.0%
XLE vs RCL
+278.1%
-214.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.4% |
| 7D | -6.7% | +8.5% | -15.2% | -7.0% |
| 30D | -4.4% | +20.4% | -24.8% | -5.1% |
| 3M | +4.0% | +11.0% | -7.0% | +3.7% |
| 6M | +13.2% | +24.9% | -11.7% | +11.7% |
| YTD | +41.9% | +23.9% | +18.0% | +38.2% |
| 1Y | +41.6% | +30.8% | +10.8% | +36.4% |
| 3Y | +64.0% | +270.4% | -206.4% | +39.8% |
| All | +64.0% | +278.1% | -214.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling