+1,622.8%
HPQ vs RCL
+5,893.7%
-4,270.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.4% |
| 7D | +0.5% | +8.5% | -8.0% | -1.4% |
| 30D | -5.9% | +20.4% | -26.3% | -10.2% |
| 3M | -3.7% | +11.0% | -14.7% | -6.6% |
| 6M | +28.1% | +24.9% | +3.2% | +20.2% |
| YTD | +32.5% | +23.9% | +8.6% | +22.7% |
| 1Y | +18.1% | +30.8% | -12.7% | +7.7% |
| 3Y | +16.4% | +270.4% | -254.0% | -19.4% |
| 5Y | +8.9% | +296.1% | -287.2% | -30.1% |
| 10Y | +157.6% | +375.0% | -217.4% | +36.8% |
| All | +1,622.8% | +5,893.7% | -4,270.9% | +336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling