+48.0%
GM vs RCL
-23.3%
+71.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.4% |
| 30D | -3.4% | -15.7% | +12.3% | +1.3% |
| 3M | +8.7% | -3.6% | +12.3% | +9.6% |
| 6M | +15.4% | -8.7% | +24.1% | +17.2% |
| YTD | +6.6% | -6.2% | +12.8% | +6.2% |
| All | +48.0% | -23.3% | +71.3% | +45.1% |
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