+31.9%
DIS vs RCL
+340.1%
-308.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | +9.2% | +17.8% | -8.7% | +4.3% |
| 3M | +13.5% | +4.9% | +8.6% | +11.5% |
| 6M | +14.3% | +23.7% | -9.4% | +6.8% |
| YTD | +5.4% | +17.8% | -12.4% | -1.7% |
| 1Y | +12.2% | +28.9% | -16.8% | +1.9% |
| 3Y | +37.2% | +241.9% | -204.7% | -6.7% |
| 5Y | -23.1% | +295.4% | -318.5% | -52.7% |
| All | +31.9% | +340.1% | -308.3% | -28.8% |
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