+31.6%
RCL vs ALB
+6.8%
+24.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +6.5% | +9.1% | -2.6% | +5.9% |
| 30D | +15.9% | -3.4% | +19.3% | +15.9% |
| 3M | +2.7% | -20.6% | +23.3% | +3.8% |
| 6M | +15.2% | -48.2% | +63.4% | +19.2% |
| YTD | +19.2% | -29.2% | +48.5% | +11.7% |
| 1Y | +31.6% | +10.0% | +21.6% | +9.2% |
| All | +31.6% | +6.8% | +24.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling