+23.5%
HPQ vs RCL
+25.0%
-1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +3.2% | -1.2% | +4.4% | +3.3% |
| 30D | -3.6% | +17.8% | -21.5% | -5.3% |
| 3M | -5.3% | +4.9% | -10.2% | -5.5% |
| 6M | +41.1% | +23.7% | +17.4% | +38.8% |
| YTD | +36.9% | +17.8% | +19.0% | +32.7% |
| 1Y | +23.5% | +28.9% | -5.4% | +16.5% |
| All | +23.5% | +25.0% | -1.5% | +16.5% |
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