+379.0%
RCL vs COO
+40.7%
+338.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.4% |
| 7D | +5.0% | +4.3% | +0.7% | +2.3% |
| 30D | +19.4% | +17.6% | +1.8% | +7.8% |
| 3M | +5.9% | -13.9% | +19.8% | +14.4% |
| 6M | +23.8% | +6.6% | +17.2% | +15.4% |
| YTD | +22.8% | -22.0% | +44.8% | +40.5% |
| 1Y | +34.3% | -8.8% | +43.1% | +38.5% |
| 3Y | +276.4% | -21.5% | +297.9% | +294.1% |
| 5Y | +281.6% | -41.0% | +322.6% | +391.4% |
| 10Y | +379.0% | +40.9% | +338.1% | +335.0% |
| All | +379.0% | +40.7% | +338.3% | +335.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling