+390.5%
GE vs RCL
+247.7%
+142.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.3% |
| 7D | +7.1% | +6.5% | +0.6% | +5.1% |
| 30D | +6.5% | +15.9% | -9.4% | +1.8% |
| 3M | -13.6% | +2.7% | -16.2% | -14.5% |
| 6M | +6.0% | +15.2% | -9.2% | +0.7% |
| YTD | +5.4% | +19.2% | -13.9% | -2.1% |
| 1Y | +6.5% | +31.6% | -25.1% | -4.3% |
| 3Y | +268.6% | +274.2% | -5.6% | +135.1% |
| All | +390.5% | +247.7% | +142.8% | +208.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling