+1,122.0%
DELL vs RCL
+234.0%
+888.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +25.6% | -0.5% | +26.1% | +25.8% |
| 30D | +17.7% | -17.3% | +35.0% | +24.3% |
| 3M | +33.4% | -2.8% | +36.2% | +33.4% |
| 6M | +266.2% | -4.4% | +270.6% | +266.1% |
| YTD | +328.0% | -4.2% | +332.2% | +322.3% |
| 1Y | +339.6% | -23.4% | +362.9% | +361.7% |
| 3Y | +694.6% | +179.4% | +515.2% | +467.7% |
| 5Y | +1,122.0% | +238.8% | +883.2% | +679.8% |
| All | +1,122.0% | +234.0% | +888.0% | +679.8% |
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 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