+379.0%
RCL vs EXEL
+445.6%
-66.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | +5.0% | +2.3% | +2.7% | +4.3% |
| 30D | +19.4% | +19.8% | -0.5% | +13.4% |
| 3M | +5.9% | +32.7% | -26.7% | -2.4% |
| 6M | +23.8% | +49.0% | -25.2% | +10.0% |
| YTD | +22.8% | +63.7% | -40.9% | +5.9% |
| 1Y | +34.3% | +75.8% | -41.5% | +13.4% |
| 3Y | +276.4% | +241.3% | +35.1% | +154.9% |
| 5Y | +281.6% | +289.0% | -7.5% | +146.4% |
| 10Y | +379.0% | +377.6% | +1.4% | +189.4% |
| All | +379.0% | +445.6% | -66.5% | +189.4% |
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