+379.0%
RCL vs EXPD
+334.2%
+44.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.4% |
| 7D | +5.0% | -5.5% | +10.4% | +8.2% |
| 30D | +19.4% | -1.9% | +21.3% | +20.5% |
| 3M | +5.9% | +6.1% | -0.2% | +1.7% |
| 6M | +23.8% | +21.6% | +2.2% | +8.9% |
| YTD | +22.8% | +27.9% | -5.1% | +2.0% |
| 1Y | +34.3% | +39.4% | -5.1% | +5.3% |
| 3Y | +276.4% | +72.7% | +203.8% | +143.2% |
| 5Y | +281.6% | +60.3% | +221.3% | +152.5% |
| 10Y | +379.0% | +332.6% | +46.4% | +44.7% |
| All | +379.0% | +334.2% | +44.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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