+209.7%
ABT vs RCL
+341.7%
-132.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -4.7% | -2.2% | -2.5% | -4.6% |
| 30D | -3.1% | -15.7% | +12.5% | -1.6% |
| 3M | +16.1% | -8.0% | +24.1% | +16.9% |
| 6M | -5.3% | -10.1% | +4.8% | -4.7% |
| YTD | -14.4% | -5.9% | -8.6% | -14.6% |
| 1Y | -18.4% | -23.5% | +5.1% | -17.1% |
| 3Y | +11.2% | +174.4% | -163.2% | -1.5% |
| 5Y | -9.4% | +227.1% | -236.5% | -23.4% |
| 10Y | +209.7% | +342.5% | -132.8% | +173.0% |
| All | +209.7% | +341.7% | -132.0% | +173.0% |
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