+215.1%
XLF vs RCL
+338.4%
-123.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +0.2% |
| 7D | +1.2% | -0.2% | +1.5% | +1.3% |
| 30D | +6.2% | +14.4% | -8.2% | +2.6% |
| 3M | +0.9% | +5.2% | -4.3% | -0.8% |
| 6M | +13.6% | +26.1% | -12.5% | +6.3% |
| YTD | +7.6% | +17.4% | -9.8% | +1.0% |
| 1Y | +10.2% | +24.7% | -14.5% | +1.6% |
| 3Y | +79.8% | +250.9% | -171.1% | +24.3% |
| 5Y | +58.0% | +293.8% | -235.9% | 0.0% |
| All | +215.1% | +338.4% | -123.3% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling