+30,531.5%
MSFT vs RCL
+4,549.4%
+25,982.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -2.7% | -5.1% | +2.4% | -1.7% |
| 30D | +2.7% | -19.0% | +21.7% | +7.1% |
| 3M | +17.0% | -9.6% | +26.5% | +18.9% |
| 6M | +23.8% | -6.7% | +30.5% | +24.3% |
| YTD | +4.0% | -3.9% | +7.9% | +2.6% |
| 1Y | -0.8% | -25.1% | +24.3% | +2.4% |
| 3Y | +55.6% | +179.1% | -123.5% | +18.8% |
| 5Y | +72.9% | +243.3% | -170.4% | +20.1% |
| 10Y | +875.8% | +325.8% | +550.0% | +446.5% |
| All | +30,531.5% | +4,549.4% | +25,982.2% | +7,618.1% |
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