+1,477.5%
XLK vs RCL
+1,072.7%
+404.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +2.3% | -0.5% | +2.8% | +2.4% |
| 30D | -0.1% | -17.3% | +17.3% | +4.5% |
| 3M | +2.1% | -2.8% | +4.9% | +2.4% |
| 6M | +37.2% | -4.4% | +41.6% | +37.5% |
| YTD | +30.8% | -4.2% | +35.0% | +29.9% |
| 1Y | +42.6% | -23.4% | +66.0% | +48.4% |
| 3Y | +121.8% | +179.4% | -57.6% | +66.9% |
| 5Y | +145.7% | +238.8% | -93.1% | +67.7% |
| 10Y | +782.1% | +350.2% | +431.9% | +370.5% |
| All | +1,477.5% | +1,072.7% | +404.8% | +327.2% |
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 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