+1,094.9%
DIS vs RCL
+5,591.8%
-4,496.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.6% |
| 7D | +5.7% | +3.9% | +1.8% | +4.5% |
| 30D | +12.7% | +11.8% | +0.9% | +9.1% |
| 3M | +15.2% | -0.8% | +16.0% | +14.9% |
| 6M | +17.6% | +23.6% | -6.1% | +9.7% |
| YTD | +3.8% | +17.6% | -13.8% | -3.2% |
| 1Y | +6.8% | +28.3% | -21.5% | -3.0% |
| 3Y | +42.1% | +261.4% | -219.3% | -5.9% |
| 5Y | -31.2% | +245.3% | -276.5% | -56.5% |
| 10Y | +37.6% | +381.8% | -344.2% | -33.7% |
| All | +1,094.9% | +5,591.8% | -4,496.9% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling