+259.4%
RCL vs EXC
+29.8%
+229.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.8% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +20.4% | +9.0% | +11.4% | +21.4% |
| 3M | +11.0% | +3.3% | +7.7% | +11.2% |
| 6M | +24.9% | +5.7% | +19.2% | +25.7% |
| YTD | +23.9% | +7.3% | +16.5% | +24.7% |
| 1Y | +30.8% | +2.9% | +27.9% | +31.4% |
| All | +259.4% | +29.8% | +229.6% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling