+18.7%
HPQ vs RCL
-23.9%
+42.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | +6.9% | -5.1% | +12.0% | +7.8% |
| 30D | +14.4% | -19.0% | +33.5% | +18.0% |
| 3M | +25.6% | -9.6% | +35.2% | +27.5% |
| 6M | +75.0% | -6.7% | +81.7% | +76.2% |
| YTD | +50.7% | -3.9% | +54.6% | +49.3% |
| 1Y | +18.7% | -25.1% | +43.7% | +23.8% |
| All | +18.7% | -23.9% | +42.6% | +23.8% |
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 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