+293.8%
RCL vs COO
-39.4%
+333.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.3% |
| 7D | -0.2% | -2.1% | +1.8% | +0.9% |
| 30D | +14.4% | +13.9% | +0.5% | +6.9% |
| 3M | +5.2% | -18.9% | +24.1% | +16.5% |
| 6M | +26.1% | +3.7% | +22.4% | +20.7% |
| YTD | +17.4% | -24.1% | +41.5% | +34.4% |
| 1Y | +24.7% | -14.2% | +38.9% | +33.1% |
| 3Y | +250.9% | -24.5% | +275.4% | +267.1% |
| 5Y | +293.8% | -40.4% | +334.3% | +410.2% |
| All | +293.8% | -39.4% | +333.3% | +410.2% |
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