+135.9%
XLU vs RCL
+346.0%
-210.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -3.3% | -15.5% | +12.2% | -1.9% |
| 3M | -3.2% | -9.7% | +6.5% | -2.4% |
| 6M | -7.0% | -8.7% | +1.8% | -6.6% |
| YTD | +0.6% | -5.8% | +6.4% | +0.3% |
| 1Y | +2.4% | -24.5% | +26.9% | +4.1% |
| 3Y | +46.3% | +173.9% | -127.7% | +29.6% |
| 5Y | +44.0% | +228.0% | -184.0% | +21.9% |
| All | +135.9% | +346.0% | -210.1% | +79.3% |
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