+9.1%
XLF vs RCL
-23.9%
+33.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.8% |
| 7D | 0.0% | -5.1% | +5.1% | +0.7% |
| 30D | +0.2% | -19.0% | +19.2% | +3.0% |
| 3M | +11.7% | -9.6% | +21.3% | +12.8% |
| 6M | +13.8% | -6.7% | +20.5% | +14.0% |
| YTD | +7.0% | -3.9% | +10.9% | +6.4% |
| 1Y | +9.1% | -25.1% | +34.2% | +14.8% |
| All | +9.1% | -23.9% | +33.0% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling