+649.7%
XLU vs RCL
+1,072.7%
-422.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +2.1% | -0.5% | +2.5% | +2.1% |
| 30D | -0.4% | -17.3% | +17.0% | +1.7% |
| 3M | +0.5% | -2.8% | +3.2% | +0.6% |
| 6M | -5.8% | -4.4% | -1.4% | -5.9% |
| YTD | +3.1% | -4.2% | +7.3% | +2.6% |
| 1Y | +8.1% | -23.4% | +31.5% | +10.0% |
| 3Y | +50.5% | +179.4% | -128.9% | +29.9% |
| 5Y | +44.7% | +238.8% | -194.0% | +18.0% |
| 10Y | +136.8% | +350.2% | -213.4% | +68.7% |
| All | +649.7% | +1,072.7% | -422.9% | +283.4% |
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