+268.6%
GE vs RCL
+266.4%
+2.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | +7.1% | +6.5% | +0.6% | +5.0% |
| 30D | +6.5% | +15.9% | -9.4% | +1.5% |
| 3M | -13.6% | +2.7% | -16.2% | -14.5% |
| 6M | +6.0% | +15.2% | -9.2% | +0.4% |
| YTD | +5.4% | +19.2% | -13.9% | -2.6% |
| 1Y | +6.5% | +31.6% | -25.1% | -5.1% |
| 3Y | +268.6% | +274.2% | -5.6% | +131.6% |
| All | +268.6% | +266.4% | +2.2% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling