+157.4%
GE vs RCL
+381.8%
-224.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | +5.4% | +8.5% | -3.1% | +2.6% |
| 30D | +9.6% | +20.4% | -10.8% | +3.2% |
| 3M | -7.7% | +11.0% | -18.7% | -11.1% |
| 6M | +14.0% | +24.9% | -10.8% | +5.2% |
| YTD | +10.2% | +23.9% | -13.7% | +0.5% |
| 1Y | +8.9% | +30.8% | -21.9% | -2.7% |
| 3Y | +273.7% | +270.4% | +3.3% | +129.1% |
| 5Y | +410.2% | +296.1% | +114.1% | +185.4% |
| 10Y | +157.4% | +375.0% | -217.6% | +30.5% |
| All | +157.4% | +381.8% | -224.4% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling