+5.8%
HD vs RCL
+179.1%
-173.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -2.1% | -5.1% | +3.0% | -1.0% |
| 30D | -8.4% | -19.0% | +10.6% | -4.2% |
| 3M | +4.3% | -9.6% | +13.9% | +6.4% |
| 6M | -11.1% | -6.7% | -4.4% | -10.3% |
| YTD | -4.7% | -3.9% | -0.8% | -5.1% |
| 1Y | -19.8% | -25.1% | +5.3% | -16.4% |
| All | +5.8% | +179.1% | -173.3% | -21.8% |
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