+379.0%
RCL vs EXPE
+119.8%
+259.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +5.0% | -13.3% | +18.3% | +14.3% |
| 30D | +19.4% | -5.5% | +24.9% | +21.8% |
| 3M | +5.9% | -16.5% | +22.4% | +16.0% |
| 6M | +23.8% | +13.1% | +10.7% | +8.4% |
| YTD | +22.8% | -8.0% | +30.8% | +19.4% |
| 1Y | +34.3% | +1.1% | +33.2% | +21.5% |
| 3Y | +276.4% | +131.2% | +145.3% | +62.2% |
| 5Y | +281.6% | +39.8% | +241.8% | +132.6% |
| 10Y | +379.0% | +118.5% | +260.5% | +52.0% |
| All | +379.0% | +119.8% | +259.2% | +52.0% |
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