+350.6%
RCL vs ICE
+218.0%
+132.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.2% |
| 7D | -0.5% | -1.2% | +0.7% | +0.2% |
| 30D | -17.3% | +5.0% | -22.3% | -20.2% |
| 3M | -2.8% | +13.9% | -16.6% | -11.8% |
| 6M | -4.4% | -4.4% | 0.0% | -2.5% |
| YTD | -4.2% | -1.9% | -2.3% | -4.9% |
| 1Y | -23.4% | -8.1% | -15.3% | -20.1% |
| 3Y | +179.4% | +42.5% | +136.9% | +107.5% |
| 5Y | +238.8% | +40.6% | +198.1% | +149.3% |
| All | +350.6% | +218.0% | +132.6% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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