+117.5%
XLK vs RCL
+171.1%
-53.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -0.4% | -2.5% | +2.1% | +0.3% |
| 30D | -0.5% | -15.7% | +15.2% | +4.3% |
| 3M | +5.0% | -3.6% | +8.6% | +5.5% |
| 6M | +32.9% | -8.7% | +41.5% | +34.7% |
| YTD | +29.0% | -6.2% | +35.1% | +28.1% |
| 1Y | +37.8% | -22.9% | +60.7% | +45.3% |
| All | +117.5% | +171.1% | -53.5% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling