+561.3%
XLP vs RCL
+1,339.4%
-778.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.4% | -0.4% |
| 7D | +3.5% | +3.9% | -0.4% | +3.1% |
| 30D | +11.6% | +11.8% | -0.2% | +10.2% |
| 3M | +7.6% | -0.8% | +8.5% | +7.5% |
| 6M | +10.0% | +23.6% | -13.6% | +7.1% |
| YTD | +19.7% | +17.6% | +2.1% | +16.5% |
| 1Y | +23.5% | +28.3% | -4.8% | +18.8% |
| 3Y | +44.0% | +261.4% | -217.5% | +21.9% |
| 5Y | +42.7% | +245.3% | -202.6% | +17.7% |
| 10Y | +131.3% | +381.8% | -250.5% | +67.9% |
| All | +561.3% | +1,339.4% | -778.1% | +245.7% |
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