+292.2%
RCL vs ALLE
+51.6%
+240.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.2% |
| 7D | -1.2% | +3.6% | -4.7% | -3.3% |
| 30D | +17.8% | +25.9% | -8.0% | +1.7% |
| 3M | +4.9% | +15.8% | -10.8% | -4.7% |
| 6M | +23.7% | +48.1% | -24.4% | -4.9% |
| YTD | +17.8% | +22.0% | -4.1% | +1.6% |
| 1Y | +28.9% | +18.0% | +10.9% | +13.9% |
| 3Y | +241.9% | +93.1% | +148.8% | +106.7% |
| All | +292.2% | +51.6% | +240.6% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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