-23.4%
RCL vs EXE
+3.8%
-27.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.2% |
| 7D | -0.5% | -1.8% | +1.3% | -0.7% |
| 30D | -17.3% | +6.4% | -23.7% | -16.6% |
| 3M | -2.8% | +9.2% | -12.0% | -1.4% |
| 6M | -4.4% | -7.0% | +2.6% | -3.7% |
| YTD | -4.2% | -9.5% | +5.3% | -3.1% |
| 1Y | -23.4% | +6.2% | -29.6% | -20.7% |
| All | -23.4% | +3.8% | -27.1% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling