+32.5%
DIS vs RCL
+374.5%
-342.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.4% | +8.5% | -4.1% | +2.1% |
| 30D | +10.3% | +20.4% | -10.1% | +4.8% |
| 3M | +15.5% | +11.0% | +4.5% | +11.8% |
| 6M | +11.2% | +24.9% | -13.6% | +3.7% |
| YTD | +5.6% | +23.9% | -18.3% | -2.8% |
| 1Y | +7.7% | +30.8% | -23.1% | -2.4% |
| 3Y | +39.3% | +270.4% | -231.1% | -7.3% |
| 5Y | -29.5% | +296.1% | -325.6% | -56.6% |
| All | +32.5% | +374.5% | -342.0% | -29.9% |
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