+281.6%
RCL vs ALLE
+55.0%
+226.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +1.3% |
| 7D | +5.0% | -0.6% | +5.6% | +5.4% |
| 30D | +19.4% | +26.6% | -7.2% | +2.7% |
| 3M | +5.9% | +13.2% | -7.2% | -2.3% |
| 6M | +23.8% | +42.9% | -19.1% | -2.5% |
| YTD | +22.8% | +21.0% | +1.8% | +6.4% |
| 1Y | +34.3% | +15.2% | +19.1% | +20.6% |
| 3Y | +276.4% | +95.6% | +180.8% | +125.6% |
| 5Y | +281.6% | +53.4% | +228.2% | +160.6% |
| All | +281.6% | +55.0% | +226.6% | +160.6% |
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