+330.2%
RCL vs EXEL
+325.9%
+4.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -0.2% | +1.6% | -1.9% | -0.7% |
| 30D | +14.4% | +17.4% | -3.0% | +9.3% |
| 3M | +5.2% | +38.6% | -33.5% | -4.3% |
| 6M | +26.1% | +41.2% | -15.1% | +13.8% |
| YTD | +17.4% | +59.3% | -42.0% | +1.9% |
| 1Y | +24.7% | +60.2% | -35.5% | +8.1% |
| 3Y | +250.9% | +232.6% | +18.4% | +139.6% |
| 5Y | +293.8% | +285.9% | +8.0% | +155.2% |
| All | +330.2% | +325.9% | +4.4% | +167.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling