+795.3%
RCL vs EXPE
+727.3%
+68.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +5.0% | -13.3% | +18.3% | +12.7% |
| 30D | +19.4% | -5.5% | +24.9% | +21.6% |
| 3M | +5.9% | -16.5% | +22.4% | +14.4% |
| 6M | +23.8% | +13.1% | +10.7% | +11.9% |
| YTD | +22.8% | -8.0% | +30.8% | +21.1% |
| 1Y | +34.3% | +1.1% | +33.2% | +25.3% |
| 3Y | +276.4% | +131.2% | +145.3% | +103.7% |
| 5Y | +281.6% | +39.8% | +241.8% | +170.2% |
| 10Y | +379.0% | +118.5% | +260.5% | +158.3% |
| All | +795.3% | +727.3% | +68.0% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling