+422.3%
XLF vs RCL
+1,075.7%
-653.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | 0.0% | -5.1% | +5.1% | +1.6% |
| 30D | +0.2% | -19.0% | +19.2% | +6.9% |
| 3M | +11.7% | -9.6% | +21.3% | +14.4% |
| 6M | +13.8% | -6.7% | +20.5% | +14.3% |
| YTD | +7.0% | -3.9% | +10.9% | +5.3% |
| 1Y | +9.1% | -25.1% | +34.2% | +15.4% |
| 3Y | +75.6% | +179.1% | -103.5% | +17.4% |
| 5Y | +66.4% | +243.3% | -176.9% | -4.5% |
| 10Y | +250.3% | +325.8% | -75.5% | +48.2% |
| All | +422.3% | +1,075.7% | -653.5% | +0.5% |
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