+75.2%
XLF vs RCL
+180.0%
-104.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.2% | -0.5% | +0.6% | +0.3% |
| 30D | -0.5% | -17.3% | +16.8% | +3.5% |
| 3M | +10.6% | -2.8% | +13.4% | +10.7% |
| 6M | +14.3% | -4.4% | +18.7% | +14.1% |
| YTD | +5.5% | -4.2% | +9.7% | +4.4% |
| 1Y | +9.6% | -23.4% | +32.9% | +14.2% |
| 3Y | +75.2% | +179.4% | -104.2% | +31.7% |
| All | +75.2% | +180.0% | -104.8% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling