+10.0%
XLV vs RCL
-5.0%
+15.0%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.6% | -0.5% | -2.2% | -2.6% |
| 30D | +0.9% | -17.3% | +18.2% | +2.6% |
| 3M | +10.0% | -2.8% | +12.7% | +11.0% |
| All | +10.0% | -5.0% | +15.0% | +11.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling