+169.4%
XLV vs RCL
+346.0%
-176.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -3.6% | -1.9% | -1.6% | -3.4% |
| 30D | -1.8% | -15.5% | +13.7% | 0.0% |
| 3M | +7.8% | -9.7% | +17.4% | +8.8% |
| 6M | +9.1% | -8.7% | +17.8% | +9.7% |
| YTD | +7.7% | -5.8% | +13.5% | +7.5% |
| 1Y | +20.4% | -24.5% | +44.9% | +22.8% |
| 3Y | +30.8% | +173.9% | -143.1% | +14.1% |
| 5Y | +34.6% | +228.0% | -193.3% | +11.7% |
| All | +169.4% | +346.0% | -176.6% | +124.0% |
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