+428.4%
AXP vs RCL
+381.8%
+46.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.6% |
| 7D | -0.6% | +8.5% | -9.1% | -3.5% |
| 30D | +5.0% | +20.4% | -15.4% | -1.9% |
| 3M | -4.2% | +11.0% | -15.2% | -8.2% |
| 6M | +2.9% | +24.9% | -21.9% | -6.2% |
| YTD | -11.6% | +23.9% | -35.4% | -20.7% |
| 1Y | -11.1% | +30.8% | -41.9% | -22.1% |
| 3Y | +116.7% | +270.4% | -153.7% | +26.7% |
| 5Y | +89.6% | +296.1% | -206.5% | +0.7% |
| 10Y | +428.4% | +375.0% | +53.4% | +119.6% |
| All | +428.4% | +381.8% | +46.6% | +119.6% |
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