+261.1%
RCL vs EXPD
+55.6%
+205.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.6% | +2.4% |
| 7D | +6.5% | -7.2% | +13.7% | +9.8% |
| 30D | +15.9% | -3.3% | +19.2% | +17.4% |
| 3M | +2.7% | +3.4% | -0.7% | +0.7% |
| 6M | +15.2% | +22.7% | -7.5% | +3.9% |
| YTD | +19.2% | +24.5% | -5.3% | +4.7% |
| 1Y | +31.6% | +38.6% | -7.0% | +9.0% |
| 3Y | +274.2% | +71.5% | +202.7% | +160.8% |
| All | +261.1% | +55.6% | +205.6% | +110.5% |
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