+124.6%
XLP vs RCL
+382.5%
-257.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +0.7% | +6.5% | -5.8% | +0.2% |
| 30D | +10.3% | +15.9% | -5.6% | +8.9% |
| 3M | +6.5% | +2.7% | +3.9% | +6.2% |
| 6M | +8.4% | +15.2% | -6.9% | +6.9% |
| YTD | +18.2% | +19.2% | -1.0% | +15.6% |
| 1Y | +22.4% | +31.6% | -9.2% | +18.7% |
| 3Y | +41.9% | +274.2% | -232.3% | +24.4% |
| 5Y | +40.9% | +250.1% | -209.2% | +21.2% |
| All | +124.6% | +382.5% | -257.9% | +88.9% |
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