+32.2%
HPQ vs RCL
+234.0%
-201.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +3.7% | -17.3% | +21.1% | +8.6% |
| 3M | +24.3% | -2.8% | +27.1% | +24.7% |
| 6M | +64.8% | -4.4% | +69.1% | +64.5% |
| YTD | +43.9% | -4.2% | +48.1% | +42.3% |
| 1Y | +11.7% | -23.4% | +35.0% | +16.6% |
| 3Y | +19.7% | +179.4% | -159.7% | -11.2% |
| 5Y | +32.2% | +238.8% | -206.5% | -14.3% |
| All | +32.2% | +234.0% | -201.7% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling