+149.1%
XLK vs RCL
+224.0%
-74.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +2.3% | -2.2% | +4.5% | +2.9% |
| 30D | +0.8% | -15.7% | +16.5% | +5.5% |
| 3M | +4.1% | -8.0% | +12.0% | +5.9% |
| 6M | +34.8% | -10.1% | +44.9% | +37.3% |
| YTD | +30.8% | -5.9% | +36.7% | +30.2% |
| 1Y | +42.4% | -23.5% | +65.8% | +49.2% |
| 3Y | +121.8% | +174.4% | -52.6% | +59.6% |
| All | +149.1% | +224.0% | -74.9% | +62.2% |
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