+633.1%
DELL vs RCL
+289.6%
+343.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.4% | +13.1% | +12.2% |
| 7D | +0.4% | +0.6% | -0.3% | +0.3% |
| 30D | -35.1% | +19.4% | -54.5% | -38.6% |
| 3M | -15.1% | +9.8% | -24.9% | -17.8% |
| 6M | +51.7% | +28.6% | +23.1% | +39.4% |
| YTD | +200.0% | +22.2% | +177.8% | +174.6% |
| 1Y | +172.1% | +29.7% | +142.4% | +143.5% |
| 3Y | +431.2% | +265.3% | +165.9% | +251.8% |
| 5Y | +633.1% | +301.8% | +331.3% | +344.0% |
| All | +633.1% | +289.6% | +343.5% | +344.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling