+622.3%
RCL vs ALLE
+260.9%
+361.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.9% |
| 7D | -5.1% | -0.2% | -4.9% | -4.9% |
| 30D | -19.0% | -6.8% | -12.2% | -14.6% |
| 3M | -9.6% | +21.0% | -30.6% | -22.6% |
| 6M | -6.7% | +1.1% | -7.8% | -8.5% |
| YTD | -3.9% | -0.5% | -3.4% | -5.6% |
| 1Y | -25.1% | -7.3% | -17.8% | -22.2% |
| 3Y | +179.1% | +42.3% | +136.9% | +99.7% |
| 5Y | +243.3% | +13.5% | +229.8% | +188.2% |
| 10Y | +325.8% | +144.0% | +181.7% | +108.8% |
| All | +622.3% | +260.9% | +361.5% | +174.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling