+159.7%
GILD vs RCL
+346.0%
-186.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -1.9% | -2.9% | -4.7% |
| 30D | +5.8% | -15.5% | +21.3% | +6.7% |
| 3M | +14.9% | -9.7% | +24.6% | +15.5% |
| 6M | -0.4% | -8.7% | +8.4% | -0.1% |
| YTD | +18.5% | -5.8% | +24.3% | +18.4% |
| 1Y | +25.1% | -24.5% | +49.6% | +26.3% |
| 3Y | +105.9% | +173.9% | -68.0% | +93.4% |
| 5Y | +143.0% | +228.0% | -85.0% | +122.0% |
| All | +159.7% | +346.0% | -186.3% | +161.3% |
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 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