+12.3%
XLI vs RCL
+27.6%
-15.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -2.2% |
| 7D | +0.6% | +11.7% | -11.1% | -1.4% |
| 30D | -0.4% | +21.1% | -21.5% | -3.8% |
| 3M | -8.8% | +2.9% | -11.7% | -9.4% |
| 6M | -0.4% | +29.8% | -30.2% | -5.4% |
| YTD | +10.1% | +21.4% | -11.3% | +4.3% |
| 1Y | +12.3% | +32.0% | -19.7% | +4.0% |
| All | +12.3% | +27.6% | -15.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling