+345.6%
RCL vs EXPE
+176.0%
+169.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +1.0% |
| 7D | -5.1% | -9.5% | +4.4% | +1.7% |
| 30D | -19.0% | -6.6% | -12.4% | -15.6% |
| 3M | -9.6% | +31.4% | -41.0% | -26.6% |
| 6M | -6.7% | +35.2% | -41.9% | -27.5% |
| YTD | -3.9% | +5.8% | -9.7% | -12.8% |
| 1Y | -25.1% | +38.7% | -63.8% | -45.7% |
| 3Y | +179.1% | +175.8% | +3.3% | +7.2% |
| 5Y | +243.3% | +111.8% | +131.5% | +53.6% |
| All | +345.6% | +176.0% | +169.5% | +23.1% |
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