+1,024.7%
XLE vs RCL
+1,075.7%
-51.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | +2.2% | -5.1% | +7.3% | +3.4% |
| 30D | +11.8% | -19.0% | +30.8% | +17.2% |
| 3M | +9.8% | -9.6% | +19.4% | +11.4% |
| 6M | +15.6% | -6.7% | +22.3% | +15.0% |
| YTD | +45.3% | -3.9% | +49.2% | +42.0% |
| 1Y | +48.3% | -25.1% | +73.4% | +53.0% |
| 3Y | +55.4% | +179.1% | -123.7% | +12.6% |
| 5Y | +216.1% | +243.3% | -27.2% | +103.3% |
| 10Y | +178.4% | +325.8% | -147.4% | +51.0% |
| All | +1,024.7% | +1,075.7% | -51.0% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling