+240.5%
RCL vs ALB
-13.2%
+253.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.8% |
| 7D | -0.2% | -3.6% | +3.3% | +0.3% |
| 30D | +14.4% | -2.9% | +17.2% | +14.8% |
| 3M | +5.2% | -25.8% | +31.0% | +9.8% |
| 6M | +26.1% | -53.6% | +79.7% | +41.6% |
| YTD | +17.4% | -32.4% | +49.7% | +20.5% |
| 1Y | +24.7% | -13.0% | +37.7% | +21.6% |
| All | +240.5% | -13.2% | +253.8% | +203.0% |
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