+228.3%
ABT vs RCL
+381.8%
-153.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +1.0% | +8.5% | -7.6% | +0.2% |
| 30D | +11.6% | +20.4% | -8.8% | +9.7% |
| 3M | +2.3% | +11.0% | -8.7% | +1.2% |
| 6M | +32.7% | +24.9% | +7.9% | +29.7% |
| YTD | -9.6% | +23.9% | -33.5% | -12.1% |
| 1Y | -10.1% | +30.8% | -40.9% | -13.1% |
| 3Y | +25.2% | +270.4% | -245.2% | +7.7% |
| 5Y | -4.5% | +296.1% | -300.6% | -20.8% |
| 10Y | +228.3% | +375.0% | -146.8% | +175.5% |
| All | +228.3% | +381.8% | -153.5% | +175.5% |
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 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