-23.5%
RCL vs ICE
-8.7%
-14.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -2.2% | -0.9% | -1.3% | -2.0% |
| 30D | -15.7% | +4.0% | -19.6% | -16.8% |
| 3M | -8.0% | +11.0% | -18.9% | -10.1% |
| 6M | -10.1% | -5.0% | -5.2% | -6.1% |
| YTD | -5.9% | -2.7% | -3.2% | -2.9% |
| 1Y | -23.5% | -8.6% | -14.9% | -19.7% |
| All | -23.5% | -8.7% | -14.8% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling