+9.7%
GE vs RCL
+25.0%
-15.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | -1.2% | +3.8% | +3.1% |
| 30D | +8.1% | +17.8% | -9.8% | +3.1% |
| 3M | -7.9% | +4.9% | -12.8% | -9.2% |
| 6M | +12.9% | +23.7% | -10.8% | +5.5% |
| YTD | +8.2% | +17.8% | -9.6% | +1.6% |
| 1Y | +9.7% | +28.9% | -19.3% | +3.2% |
| All | +9.7% | +25.0% | -15.3% | +3.2% |
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