+345.6%
RCL vs ALB
+74.5%
+271.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +1.5% |
| 7D | -5.1% | -8.1% | +3.0% | -2.2% |
| 30D | -19.0% | +6.3% | -25.3% | -21.2% |
| 3M | -9.6% | -23.6% | +14.0% | -1.3% |
| 6M | -6.7% | -24.6% | +17.9% | -0.3% |
| YTD | -3.9% | -10.3% | +6.3% | -6.2% |
| 1Y | -25.1% | +61.5% | -86.5% | -44.1% |
| 3Y | +179.1% | -34.0% | +213.1% | +173.9% |
| 5Y | +243.3% | -44.6% | +287.9% | +241.7% |
| All | +345.6% | +74.5% | +271.1% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling