+17.6%
DIS vs RCL
+24.8%
-7.3%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.7% |
| 7D | +5.7% | +3.9% | +1.8% | +4.7% |
| 30D | +12.7% | +11.8% | +0.9% | +9.7% |
| 3M | +15.2% | -0.8% | +16.0% | +16.3% |
| 6M | +17.6% | +23.6% | -6.1% | +8.0% |
| All | +17.6% | +24.8% | -7.3% | +8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling