+307.7%
GLW vs RCL
+266.4%
+41.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -13.9% | +6.5% | -20.4% | -15.6% |
| 30D | -35.0% | +15.9% | -50.9% | -38.0% |
| 3M | -32.4% | +2.7% | -35.0% | -33.2% |
| 6M | -41.3% | +15.2% | -56.6% | -44.1% |
| YTD | +21.8% | +19.2% | +2.6% | +13.1% |
| 1Y | +21.8% | +31.6% | -9.8% | +9.6% |
| 3Y | +307.7% | +274.2% | +33.5% | +170.0% |
| All | +307.7% | +266.4% | +41.3% | +170.0% |
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