+215.2%
XLY vs RCL
+346.0%
-130.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -1.9% | +0.2% | -1.2% |
| 30D | -4.2% | -15.5% | +11.4% | -0.3% |
| 3M | -2.7% | -9.7% | +7.0% | -0.5% |
| 6M | -0.6% | -8.7% | +8.1% | +0.8% |
| YTD | -5.0% | -5.8% | +0.7% | -5.3% |
| 1Y | -4.1% | -24.5% | +20.4% | +0.3% |
| 3Y | +33.6% | +173.9% | -140.3% | +1.5% |
| 5Y | +28.7% | +228.0% | -199.3% | -10.6% |
| All | +215.2% | +346.0% | -130.8% | +98.8% |
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