+13.6%
XLF vs RCL
+23.0%
-9.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +5.0% |
| 3M | +0.9% | +5.2% | -4.3% | +0.2% |
| 6M | +13.6% | +26.1% | -12.5% | +10.9% |
| All | +13.6% | +23.0% | -9.3% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling