+361.0%
ORLY vs RCL
+346.0%
+15.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | -2.4% | -1.9% | -0.5% | -2.2% |
| 30D | -6.8% | -15.5% | +8.8% | -5.1% |
| 3M | -4.8% | -9.7% | +4.9% | -3.8% |
| 6M | -9.1% | -8.7% | -0.3% | -8.6% |
| YTD | -5.9% | -5.8% | -0.2% | -6.2% |
| 1Y | -20.4% | -24.5% | +4.0% | -18.9% |
| 3Y | +36.6% | +173.9% | -137.3% | +18.6% |
| 5Y | +117.3% | +228.0% | -110.7% | +78.8% |
| All | +361.0% | +346.0% | +15.0% | +198.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling