+384.3%
RCL vs EXE
+163.0%
+221.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -0.2% | +3.6% | -3.8% | -1.3% |
| 30D | +14.4% | -4.3% | +18.7% | +15.8% |
| 3M | +5.2% | -7.7% | +12.8% | +7.4% |
| 6M | +26.1% | -7.2% | +33.4% | +27.8% |
| YTD | +17.4% | -18.5% | +35.9% | +23.1% |
| 1Y | +24.7% | -24.4% | +49.0% | +34.0% |
| 3Y | +250.9% | +21.6% | +229.3% | +208.0% |
| 5Y | +293.8% | +77.3% | +216.5% | +183.7% |
| All | +384.3% | +163.0% | +221.3% | +166.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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