+342.5%
RCL vs EXEL
+378.5%
-36.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -15.7% | +10.1% | -25.8% | -17.9% |
| 3M | -8.0% | +10.1% | -18.0% | -10.6% |
| 6M | -10.1% | +37.7% | -47.8% | -17.9% |
| YTD | -5.9% | +33.1% | -39.0% | -13.5% |
| 1Y | -23.5% | +52.4% | -75.9% | -32.4% |
| 3Y | +174.4% | +163.8% | +10.6% | +103.8% |
| 5Y | +227.1% | +198.5% | +28.6% | +132.4% |
| 10Y | +342.5% | +386.9% | -44.4% | +198.7% |
| All | +342.5% | +378.5% | -36.0% | +198.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling