+234.8%
RCL vs COO
-38.8%
+273.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | -5.1% | -2.2% | -2.9% | -3.9% |
| 30D | -19.0% | -7.0% | -12.0% | -15.8% |
| 3M | -9.6% | +12.2% | -21.8% | -15.8% |
| 6M | -6.7% | -15.1% | +8.4% | +1.8% |
| YTD | -3.9% | -15.1% | +11.2% | +4.7% |
| 1Y | -25.1% | +2.3% | -27.4% | -26.7% |
| 3Y | +179.1% | -23.7% | +202.8% | +202.4% |
| All | +234.8% | -38.8% | +273.6% | +299.5% |
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