+7,296.4%
AXP vs RCL
+5,591.8%
+1,704.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.2% |
| 7D | +0.4% | +3.9% | -3.5% | -1.0% |
| 30D | +7.0% | +11.8% | -4.7% | +2.7% |
| 3M | -6.6% | -0.8% | -5.7% | -6.8% |
| 6M | +3.5% | +23.6% | -20.2% | -5.5% |
| YTD | -11.2% | +17.6% | -28.8% | -18.9% |
| 1Y | -10.2% | +28.3% | -38.4% | -20.7% |
| 3Y | +120.0% | +261.4% | -141.4% | +30.0% |
| 5Y | +95.6% | +245.3% | -149.8% | +8.7% |
| 10Y | +468.1% | +381.8% | +86.3% | +130.1% |
| All | +7,296.4% | +5,591.8% | +1,704.6% | +1,077.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling