+23.1%
HPQ vs RCL
+29.3%
-6.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | -3.2% | +0.6% | -3.9% | -3.3% |
| 30D | -3.0% | +19.4% | -22.5% | -4.9% |
| 3M | +0.6% | +9.8% | -9.2% | -0.1% |
| 6M | +36.6% | +28.6% | +7.9% | +33.7% |
| YTD | +35.0% | +22.2% | +12.8% | +30.5% |
| 1Y | +23.1% | +29.7% | -6.7% | +16.9% |
| All | +23.1% | +29.3% | -6.2% | +16.9% |
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