+175.6%
RCL vs ALB
-34.0%
+209.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.6% |
| 7D | -5.1% | -8.1% | +3.0% | -3.8% |
| 30D | -19.0% | +6.3% | -25.3% | -20.0% |
| 3M | -9.6% | -23.6% | +14.0% | -5.6% |
| 6M | -6.7% | -24.6% | +17.9% | -3.8% |
| YTD | -3.9% | -10.3% | +6.3% | -5.4% |
| 1Y | -25.1% | +61.5% | -86.5% | -35.6% |
| All | +175.6% | -34.0% | +209.5% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling