+218.0%
XLE vs RCL
+249.6%
-31.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +2.2% | -5.1% | +7.3% | +2.8% |
| 30D | +11.8% | -19.0% | +30.8% | +14.5% |
| 3M | +9.8% | -9.6% | +19.4% | +10.6% |
| 6M | +15.6% | -6.7% | +22.3% | +15.3% |
| YTD | +45.3% | -3.9% | +49.2% | +43.1% |
| 1Y | +48.3% | -25.1% | +73.4% | +51.9% |
| 3Y | +55.4% | +179.1% | -123.7% | +25.3% |
| All | +218.0% | +249.6% | -31.6% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling