+1,859.6%
HPQ vs RCL
+4,549.4%
-2,689.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.3% |
| 7D | +6.9% | -5.1% | +12.0% | +8.3% |
| 30D | +14.4% | -19.0% | +33.5% | +20.4% |
| 3M | +25.6% | -9.6% | +35.2% | +28.2% |
| 6M | +75.0% | -6.7% | +81.7% | +75.8% |
| YTD | +50.7% | -3.9% | +54.6% | +49.1% |
| 1Y | +18.7% | -25.1% | +43.7% | +24.2% |
| 3Y | +21.5% | +179.1% | -157.6% | -9.7% |
| 5Y | +31.6% | +243.3% | -211.7% | -12.3% |
| 10Y | +216.1% | +325.8% | -109.7% | +72.8% |
| All | +1,859.6% | +4,549.4% | -2,689.8% | +431.0% |
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