+1,101.4%
XLY vs RCL
+1,051.7%
+49.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -0.9% |
| 7D | -2.1% | -2.2% | +0.1% | -1.5% |
| 30D | -6.0% | -15.7% | +9.6% | -1.9% |
| 3M | -2.7% | -8.0% | +5.2% | -1.0% |
| 6M | -1.5% | -10.1% | +8.7% | +0.4% |
| YTD | -5.4% | -5.9% | +0.4% | -5.7% |
| 1Y | -3.8% | -23.5% | +19.7% | +0.6% |
| 3Y | +36.6% | +174.4% | -137.8% | +0.8% |
| 5Y | +27.4% | +227.1% | -199.8% | -14.6% |
| 10Y | +218.2% | +342.5% | -124.3% | +63.9% |
| All | +1,101.4% | +1,051.7% | +49.7% | +225.9% |
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