-23.4%
RCL vs EXEL
+52.8%
-76.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -0.5% | +1.4% | -1.8% | -0.9% |
| 30D | -17.3% | +6.7% | -24.0% | -18.9% |
| 3M | -2.8% | +11.5% | -14.2% | -6.2% |
| 6M | -4.4% | +38.8% | -43.2% | -14.2% |
| YTD | -4.2% | +31.6% | -35.7% | -13.1% |
| 1Y | -23.4% | +53.0% | -76.4% | -33.7% |
| All | -23.4% | +52.8% | -76.1% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling