+3,290.5%
DELL vs RCL
+409.0%
+2,881.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | +0.3% |
| 7D | +17.1% | -0.2% | +17.4% | +17.1% |
| 30D | -35.1% | +14.4% | -49.5% | -37.5% |
| 3M | -23.3% | +5.2% | -28.4% | -24.6% |
| 6M | +55.8% | +26.1% | +29.7% | +45.3% |
| YTD | +198.0% | +17.4% | +180.6% | +179.2% |
| 1Y | +166.6% | +24.7% | +141.9% | +145.1% |
| 3Y | +427.6% | +250.9% | +176.7% | +270.5% |
| 5Y | +630.6% | +293.8% | +336.8% | +371.0% |
| 10Y | +2,866.3% | +342.4% | +2,523.9% | +1,711.0% |
| All | +3,290.5% | +409.0% | +2,881.5% | +1,978.2% |
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