+52.3%
MSFT vs RCL
+266.4%
-214.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +1.7% | +6.5% | -4.8% | +0.9% |
| 30D | +0.2% | +15.9% | -15.7% | -1.7% |
| 3M | +6.4% | +2.7% | +3.7% | +5.8% |
| 6M | +28.7% | +15.2% | +13.5% | +25.9% |
| YTD | +10.4% | +19.2% | -8.8% | +6.3% |
| 1Y | +7.6% | +31.6% | -24.0% | +1.3% |
| 3Y | +52.3% | +274.2% | -221.9% | +20.4% |
| All | +52.3% | +266.4% | -214.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling