+180.6%
RCL vs EXEL
+164.9%
+15.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -5.1% | +8.4% | -13.5% | -6.9% |
| 30D | -19.0% | +4.1% | -23.1% | -19.9% |
| 3M | -9.6% | +12.4% | -22.0% | -12.3% |
| 6M | -6.7% | +41.5% | -48.2% | -14.5% |
| YTD | -3.9% | +34.6% | -38.6% | -11.1% |
| 1Y | -25.1% | +57.9% | -83.0% | -33.2% |
| All | +180.6% | +164.9% | +15.8% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling