+261.1%
RCL vs COO
-41.6%
+302.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.3% |
| 7D | +6.5% | +4.7% | +1.8% | +4.1% |
| 30D | +15.9% | +13.9% | +2.0% | +8.2% |
| 3M | +2.7% | -14.9% | +17.6% | +10.6% |
| 6M | +15.2% | +2.0% | +13.2% | +11.3% |
| YTD | +19.2% | -23.9% | +43.2% | +36.3% |
| 1Y | +31.6% | -9.6% | +41.2% | +36.4% |
| 3Y | +274.2% | -25.4% | +299.6% | +296.3% |
| All | +261.1% | -41.6% | +302.7% | +367.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling