+5.7%
DIS vs RCL
+29.3%
-23.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +10.3% | +19.4% | -9.1% | +6.5% |
| 3M | +15.6% | +9.8% | +5.8% | +13.3% |
| 6M | +15.1% | +28.6% | -13.5% | +8.8% |
| YTD | +6.0% | +22.2% | -16.2% | -1.0% |
| 1Y | +5.7% | +29.7% | -24.0% | -4.4% |
| All | +5.7% | +29.3% | -23.6% | -4.4% |
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