+425.8%
XLF vs RCL
+1,415.7%
-989.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | +1.9% | +8.5% | -6.6% | -0.7% |
| 30D | +6.5% | +20.4% | -13.9% | +0.4% |
| 3M | +1.2% | +11.0% | -9.8% | -2.6% |
| 6M | +14.6% | +24.9% | -10.3% | +5.4% |
| YTD | +7.7% | +23.9% | -16.1% | -2.5% |
| 1Y | +11.8% | +30.8% | -19.0% | -0.9% |
| 3Y | +80.1% | +270.4% | -190.3% | +10.0% |
| 5Y | +59.0% | +296.1% | -237.1% | -12.7% |
| 10Y | +224.2% | +375.0% | -150.9% | +33.4% |
| All | +425.8% | +1,415.7% | -989.9% | -7.0% |
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