+191.6%
XOM vs RCL
+344.1%
-152.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -2.5% | +4.3% | +2.3% |
| 30D | +4.1% | -15.7% | +19.7% | +7.4% |
| 3M | +10.4% | -3.6% | +14.0% | +10.4% |
| 6M | +13.0% | -8.7% | +21.7% | +12.9% |
| YTD | +40.1% | -6.2% | +46.2% | +37.7% |
| 1Y | +51.1% | -22.9% | +74.0% | +54.2% |
| 3Y | +57.7% | +173.6% | -115.9% | +16.0% |
| 5Y | +264.7% | +226.6% | +38.2% | +140.4% |
| All | +191.6% | +344.1% | -152.5% | +86.4% |
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