+234.8%
RCL vs EXPD
+61.6%
+173.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | -5.1% | -1.1% | -4.0% | -4.6% |
| 30D | -19.0% | +4.1% | -23.1% | -20.4% |
| 3M | -9.6% | +17.9% | -27.5% | -16.2% |
| 6M | -6.7% | +29.2% | -35.9% | -17.6% |
| YTD | -3.9% | +27.4% | -31.3% | -15.6% |
| 1Y | -25.1% | +56.8% | -81.9% | -41.6% |
| 3Y | +179.1% | +68.0% | +111.1% | +102.9% |
| All | +234.8% | +61.6% | +173.2% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling