+135.0%
GOOG vs RCL
+223.1%
-88.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.5% | -2.5% | 0.0% | -1.9% |
| 30D | -3.6% | -15.7% | +12.1% | +0.5% |
| 3M | -6.4% | -3.6% | -2.8% | -5.9% |
| 6M | +7.8% | -8.7% | +16.4% | +9.4% |
| YTD | +5.5% | -6.2% | +11.7% | +5.3% |
| 1Y | +38.3% | -22.9% | +61.1% | +44.1% |
| 3Y | +143.1% | +173.6% | -30.5% | +77.7% |
| 5Y | +135.0% | +226.6% | -91.6% | +50.6% |
| All | +135.0% | +223.1% | -88.1% | +50.6% |
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 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