+4,681.2%
DELL vs RCL
+316.7%
+4,364.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +14.9% | -5.1% | +20.0% | +16.4% |
| 30D | +13.3% | -19.0% | +32.3% | +19.6% |
| 3M | +24.4% | -9.6% | +34.0% | +26.9% |
| 6M | +258.0% | -6.7% | +264.7% | +260.6% |
| YTD | +320.2% | -3.9% | +324.1% | +316.1% |
| 1Y | +319.1% | -25.1% | +344.1% | +340.0% |
| 3Y | +706.5% | +179.1% | +527.4% | +501.1% |
| 5Y | +1,071.9% | +243.3% | +828.6% | +685.6% |
| 10Y | +4,683.5% | +325.8% | +4,357.7% | +3,026.2% |
| All | +4,681.2% | +316.7% | +4,364.5% | +2,997.2% |
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