-10.1%
DIS vs RCL
-23.9%
+13.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -5.1% | +2.5% | -1.6% |
| 30D | +3.5% | -19.0% | +22.5% | +7.9% |
| 3M | +6.8% | -9.6% | +16.4% | +8.6% |
| 6M | +3.0% | -6.7% | +9.7% | +3.4% |
| YTD | -6.7% | -3.9% | -2.8% | -8.0% |
| 1Y | -10.1% | -25.1% | +15.0% | -8.0% |
| All | -10.1% | -23.9% | +13.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling