+599.2%
HPE vs RCL
+320.8%
+278.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.2% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -28.6% | +19.4% | -48.0% | -32.2% |
| 3M | -7.4% | +9.8% | -17.1% | -10.2% |
| 6M | +63.7% | +28.6% | +35.0% | +51.1% |
| YTD | +111.7% | +22.2% | +89.5% | +95.2% |
| 1Y | +123.5% | +29.7% | +93.8% | +101.9% |
| 3Y | +238.7% | +265.3% | -26.6% | +126.7% |
| 5Y | +261.0% | +301.8% | -40.7% | +121.6% |
| 10Y | +390.2% | +360.5% | +29.7% | +165.7% |
| All | +599.2% | +320.8% | +278.4% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling