+1,117.4%
XLI vs RCL
+1,075.7%
+41.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | -5.1% | +4.0% | +0.2% |
| 30D | -5.9% | -19.0% | +13.1% | -1.0% |
| 3M | -0.3% | -9.6% | +9.3% | +1.8% |
| 6M | +0.1% | -6.7% | +6.8% | +0.9% |
| YTD | +13.6% | -3.9% | +17.5% | +12.7% |
| 1Y | +17.2% | -25.1% | +42.3% | +23.0% |
| 3Y | +68.2% | +179.1% | -110.9% | +23.9% |
| 5Y | +80.7% | +243.3% | -162.6% | +18.4% |
| 10Y | +253.3% | +325.8% | -72.5% | +85.4% |
| All | +1,117.4% | +1,075.7% | +41.7% | +239.5% |
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