+350.2%
RCL vs APA
-0.7%
+350.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -17.3% | +15.7% | -33.1% | -21.9% |
| 3M | -2.8% | +16.5% | -19.2% | -9.5% |
| 6M | -4.4% | +35.1% | -39.5% | -18.2% |
| YTD | -4.2% | +82.2% | -86.4% | -27.6% |
| 1Y | -23.4% | +102.5% | -125.8% | -45.3% |
| 3Y | +179.4% | +10.3% | +169.1% | +137.1% |
| 5Y | +238.8% | +166.1% | +72.6% | +85.2% |
| 10Y | +350.2% | -4.9% | +355.1% | +106.4% |
| All | +350.2% | -0.7% | +350.9% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded APA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling