+151.9%
HPQ vs RCL
+338.4%
-186.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +0.7% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -5.7% | +14.4% | -20.1% | -9.0% |
| 3M | -0.4% | +5.2% | -5.6% | -2.1% |
| 6M | +40.0% | +26.1% | +13.9% | +30.8% |
| YTD | +34.6% | +17.4% | +17.3% | +26.0% |
| 1Y | +20.4% | +24.7% | -4.3% | +10.7% |
| 3Y | +18.3% | +250.9% | -232.6% | -18.1% |
| 5Y | +9.6% | +293.8% | -284.3% | -30.7% |
| All | +151.9% | +338.4% | -186.5% | +51.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling