+82.8%
XLI vs RCL
+234.0%
-151.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.0% | -0.5% | +1.4% | +1.1% |
| 30D | -5.8% | -17.3% | +11.5% | -2.0% |
| 3M | +0.7% | -2.8% | +3.5% | +1.0% |
| 6M | +3.2% | -4.4% | +7.6% | +3.4% |
| YTD | +13.0% | -4.2% | +17.2% | +12.3% |
| 1Y | +16.8% | -23.4% | +40.2% | +21.2% |
| 3Y | +72.4% | +179.4% | -107.0% | +34.0% |
| 5Y | +82.8% | +238.8% | -156.0% | +28.4% |
| All | +82.8% | +234.0% | -151.2% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling