+20.0%
GE vs RCL
-23.9%
+43.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.6% | -5.1% | +3.5% | -0.2% |
| 30D | -11.6% | -19.0% | +7.4% | -6.5% |
| 3M | +3.0% | -9.6% | +12.6% | +5.3% |
| 6M | -0.5% | -6.7% | +6.2% | +0.2% |
| YTD | +9.7% | -3.9% | +13.7% | +9.8% |
| 1Y | +20.0% | -25.1% | +45.1% | +19.6% |
| All | +20.0% | -23.9% | +43.9% | +19.6% |
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