+239.6%
RCL vs EXE
+106.0%
+133.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -19.0% | +8.5% | -27.5% | -21.0% |
| 3M | -9.6% | +5.5% | -15.0% | -11.3% |
| 6M | -6.7% | -5.9% | -0.8% | -5.8% |
| YTD | -3.9% | -9.7% | +5.8% | -2.1% |
| 1Y | -25.1% | +3.6% | -28.7% | -27.9% |
| 3Y | +179.1% | +18.0% | +161.1% | +153.0% |
| All | +239.6% | +106.0% | +133.6% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling