+366.9%
RCL vs EXPE
+116.1%
+250.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +2.3% |
| 7D | +8.5% | -11.2% | +19.7% | +16.2% |
| 30D | +20.4% | -7.5% | +27.9% | +24.5% |
| 3M | +11.0% | -19.1% | +30.1% | +24.2% |
| 6M | +24.9% | +10.7% | +14.1% | +10.9% |
| YTD | +23.9% | -9.9% | +33.8% | +22.1% |
| 1Y | +30.8% | -4.6% | +35.4% | +23.3% |
| 3Y | +270.4% | +116.8% | +153.6% | +67.5% |
| 5Y | +296.1% | +38.6% | +257.5% | +142.2% |
| All | +366.9% | +116.1% | +250.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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