+360.5%
RCL vs EXPE
+121.2%
+239.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -3.0% |
| 7D | +0.6% | -17.8% | +18.4% | +13.7% |
| 30D | +19.4% | -3.2% | +22.7% | +19.7% |
| 3M | +9.8% | -19.0% | +28.7% | +22.8% |
| 6M | +28.6% | +17.7% | +10.9% | +9.4% |
| YTD | +22.2% | -7.8% | +29.9% | +18.5% |
| 1Y | +29.7% | -1.4% | +31.1% | +19.4% |
| 3Y | +265.3% | +121.9% | +143.4% | +62.5% |
| 5Y | +301.8% | +44.3% | +257.5% | +138.2% |
| 10Y | +360.5% | +125.4% | +235.1% | +44.7% |
| All | +360.5% | +121.2% | +239.3% | +44.7% |
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