+33.8%
DIS vs RCL
+179.1%
-145.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | -5.1% | +2.5% | -1.2% |
| 30D | +3.5% | -19.0% | +22.5% | +9.4% |
| 3M | +6.8% | -9.6% | +16.4% | +9.2% |
| 6M | +3.0% | -6.7% | +9.7% | +3.7% |
| YTD | -6.7% | -3.9% | -2.8% | -8.0% |
| 1Y | -10.1% | -25.1% | +15.0% | -4.8% |
| All | +33.8% | +179.1% | -145.3% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling