+234.1%
ABT vs RCL
+340.1%
-106.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +6.0% | +17.8% | -11.8% | +4.4% |
| 3M | -1.9% | +4.9% | -6.8% | -2.4% |
| 6M | +31.2% | +23.7% | +7.5% | +28.2% |
| YTD | -11.2% | +17.8% | -29.1% | -13.3% |
| 1Y | -14.0% | +28.9% | -42.9% | -16.7% |
| 3Y | +20.7% | +241.9% | -221.2% | +4.5% |
| 5Y | -6.7% | +295.4% | -302.1% | -22.6% |
| All | +234.1% | +340.1% | -106.0% | +178.0% |
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