+28.4%
XLY vs RCL
+224.8%
-196.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | -4.2% | -15.5% | +11.4% | +0.7% |
| 3M | -2.7% | -9.7% | +7.0% | 0.0% |
| 6M | -0.6% | -8.7% | +8.1% | +1.1% |
| YTD | -5.0% | -5.8% | +0.7% | -5.6% |
| 1Y | -4.1% | -24.5% | +20.4% | +1.5% |
| 3Y | +33.6% | +173.9% | -140.3% | -8.5% |
| All | +28.4% | +224.8% | -196.4% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling