+788.5%
XLK vs RCL
+346.0%
+442.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.2% | -1.9% | +2.1% | +0.6% |
| 30D | -0.6% | -15.5% | +14.9% | +2.9% |
| 3M | +2.6% | -9.7% | +12.2% | +4.5% |
| 6M | +34.0% | -8.7% | +42.7% | +35.6% |
| YTD | +30.7% | -5.8% | +36.4% | +30.4% |
| 1Y | +39.2% | -24.5% | +63.7% | +44.8% |
| 3Y | +120.4% | +173.9% | -53.5% | +73.0% |
| 5Y | +148.8% | +228.0% | -79.2% | +80.2% |
| All | +788.5% | +346.0% | +442.5% | +530.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling