+5.8%
XLU vs RCL
-23.9%
+29.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | +0.8% | -5.1% | +5.9% | +0.9% |
| 30D | -1.3% | -19.0% | +17.7% | -1.0% |
| 3M | -1.3% | -9.6% | +8.2% | -1.2% |
| 6M | -7.6% | -6.7% | -0.9% | -7.6% |
| YTD | +2.3% | -3.9% | +6.2% | +1.7% |
| 1Y | +5.8% | -25.1% | +30.9% | +8.2% |
| All | +5.8% | -23.9% | +29.7% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling