+36.6%
DIS vs RCL
+396.5%
-359.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.2% |
| 7D | +5.3% | +5.0% | +0.4% | +3.9% |
| 30D | +10.2% | +19.4% | -9.1% | +5.0% |
| 3M | +13.5% | +5.9% | +7.6% | +11.3% |
| 6M | +11.1% | +23.8% | -12.7% | +3.9% |
| YTD | +5.5% | +22.8% | -17.3% | -2.6% |
| 1Y | +9.1% | +34.3% | -25.1% | -1.9% |
| 3Y | +36.0% | +276.4% | -240.4% | -9.9% |
| 5Y | -29.8% | +281.6% | -311.4% | -56.4% |
| 10Y | +36.6% | +379.0% | -342.4% | -28.9% |
| All | +36.6% | +396.5% | -359.9% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling