+2,738.7%
XOM vs RCL
+4,549.4%
-1,810.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.8% | -5.1% | +6.9% | +2.6% |
| 30D | +5.9% | -19.0% | +24.9% | +9.6% |
| 3M | +5.6% | -9.6% | +15.1% | +6.7% |
| 6M | +7.9% | -6.7% | +14.6% | +7.4% |
| YTD | +35.2% | -3.9% | +39.1% | +32.9% |
| 1Y | +46.0% | -25.1% | +71.1% | +49.4% |
| 3Y | +55.0% | +179.1% | -124.1% | +21.7% |
| 5Y | +246.3% | +243.3% | +3.0% | +148.6% |
| 10Y | +181.0% | +325.8% | -144.8% | +77.0% |
| All | +2,738.7% | +4,549.4% | -1,810.7% | +1,119.2% |
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