-31.9%
DIS vs RCL
+247.7%
-279.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.8% |
| 7D | +5.2% | +6.5% | -1.3% | +3.3% |
| 30D | +11.5% | +15.9% | -4.4% | +6.7% |
| 3M | +11.5% | +2.7% | +8.9% | +10.2% |
| 6M | +8.9% | +15.2% | -6.4% | +3.4% |
| YTD | +3.4% | +19.2% | -15.8% | -4.5% |
| 1Y | +7.2% | +31.6% | -24.4% | -4.2% |
| 3Y | +43.3% | +274.2% | -230.9% | -9.9% |
| All | -31.9% | +247.7% | -279.6% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling