+899.8%
XLV vs RCL
+1,072.7%
-172.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +10.0% | -2.8% | +12.7% | +10.1% |
| 6M | +10.4% | -4.4% | +14.8% | +10.4% |
| YTD | +8.9% | -4.2% | +13.1% | +8.2% |
| 1Y | +23.4% | -23.4% | +46.7% | +26.5% |
| 3Y | +33.1% | +179.4% | -146.3% | +8.7% |
| 5Y | +33.3% | +238.8% | -205.5% | +0.7% |
| 10Y | +170.8% | +350.2% | -179.4% | +70.1% |
| All | +899.8% | +1,072.7% | -172.9% | +274.7% |
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 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