+9.0%
MSFT vs RCL
+27.6%
-18.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.4% | +0.3% | +6.7% |
| 7D | +4.7% | +11.7% | -7.0% | +4.7% |
| 30D | +5.8% | +21.1% | -15.3% | +5.9% |
| 3M | +13.0% | +2.9% | +10.1% | +12.6% |
| 6M | +34.9% | +29.8% | +5.1% | +35.6% |
| YTD | +15.7% | +21.4% | -5.8% | +17.8% |
| 1Y | +9.0% | +32.0% | -23.1% | +11.7% |
| All | +9.0% | +27.6% | -18.6% | +11.7% |
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