+149.9%
XLE vs RCL
+247.7%
-97.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -12.0% | +6.5% | -18.5% | -12.6% |
| 30D | -2.7% | +15.9% | -18.6% | -4.4% |
| 3M | +6.6% | +2.7% | +3.9% | +6.1% |
| 6M | +9.5% | +15.2% | -5.7% | +7.1% |
| YTD | +40.6% | +19.2% | +21.3% | +35.0% |
| 1Y | +43.6% | +31.6% | +12.0% | +35.4% |
| 3Y | +58.1% | +274.2% | -216.1% | +23.6% |
| All | +149.9% | +247.7% | -97.7% | +89.5% |
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