+261.1%
RCL vs ALB
-61.7%
+322.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +6.5% | +9.1% | -2.6% | +4.1% |
| 30D | +15.9% | -3.4% | +19.3% | +16.8% |
| 3M | +2.7% | -20.6% | +23.3% | +8.4% |
| 6M | +15.2% | -48.2% | +63.4% | +35.8% |
| YTD | +19.2% | -29.2% | +48.5% | +24.0% |
| 1Y | +31.6% | +10.0% | +21.6% | +18.5% |
| 3Y | +274.2% | -12.9% | +287.1% | +219.0% |
| All | +261.1% | -61.7% | +322.9% | +315.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling