-20.4%
ORLY vs RCL
-23.0%
+2.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.9% |
| 3M | -4.8% | -9.7% | +4.9% | -4.1% |
| 6M | -9.1% | -8.7% | -0.3% | -8.9% |
| YTD | -5.9% | -5.8% | -0.2% | -6.5% |
| 1Y | -20.4% | -24.5% | +4.0% | -19.7% |
| All | -20.4% | -23.0% | +2.6% | -19.7% |
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