+44.4%
XLU vs RCL
+223.1%
-178.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -2.5% | -15.7% | +13.1% | -1.4% |
| 3M | -2.7% | -3.6% | +0.9% | -2.6% |
| 6M | -7.5% | -8.7% | +1.2% | -7.2% |
| YTD | +0.9% | -6.2% | +7.1% | +0.7% |
| 1Y | +3.3% | -22.9% | +26.2% | +4.5% |
| 3Y | +47.3% | +173.6% | -126.3% | +33.4% |
| 5Y | +44.4% | +226.6% | -182.1% | +25.7% |
| All | +44.4% | +223.1% | -178.7% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling