+988.5%
XLE vs RCL
+1,339.4%
-350.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.2% | -2.3% |
| 7D | -10.3% | +3.9% | -14.2% | -11.3% |
| 30D | -3.3% | +11.8% | -15.1% | -6.1% |
| 3M | +8.2% | -0.8% | +9.0% | +7.5% |
| 6M | +5.0% | +23.6% | -18.6% | -2.0% |
| YTD | +40.6% | +17.6% | +23.0% | +30.3% |
| 1Y | +45.0% | +28.3% | +16.7% | +31.2% |
| 3Y | +56.3% | +261.4% | -205.1% | +6.3% |
| 5Y | +152.2% | +245.3% | -93.1% | +61.9% |
| 10Y | +173.0% | +381.8% | -208.8% | +43.3% |
| All | +988.5% | +1,339.4% | -350.9% | +232.4% |
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