+604.1%
ABBV vs RCL
+340.1%
+264.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +4.7% | +17.8% | -13.1% | +3.2% |
| 3M | +18.3% | +4.9% | +13.4% | +17.7% |
| 6M | +43.4% | +23.7% | +19.7% | +40.3% |
| YTD | +33.0% | +17.8% | +15.2% | +30.0% |
| 1Y | +30.8% | +28.9% | +1.9% | +26.8% |
| 3Y | +135.1% | +241.9% | -106.8% | +105.4% |
| 5Y | +201.2% | +295.4% | -94.2% | +153.1% |
| All | +604.1% | +340.1% | +264.0% | +488.3% |
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