+2,936.6%
XOM vs RCL
+5,601.3%
-2,664.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | -3.6% | +17.8% | -21.5% | -6.5% |
| 3M | +8.2% | +4.9% | +3.3% | +6.7% |
| 6M | +14.0% | +23.7% | -9.7% | +8.6% |
| YTD | +44.6% | +17.8% | +26.8% | +36.7% |
| 1Y | +47.8% | +28.9% | +18.8% | +37.2% |
| 3Y | +79.6% | +241.9% | -162.3% | +35.9% |
| 5Y | +214.3% | +295.4% | -81.1% | +119.7% |
| 10Y | +204.0% | +344.1% | -140.1% | +89.2% |
| All | +2,936.6% | +5,601.3% | -2,664.7% | +1,153.5% |
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