+866.6%
RCL vs ICE
+2,506.4%
-1,639.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +6.5% | +2.0% | +4.5% | +5.6% |
| 30D | +15.9% | +12.9% | +3.0% | +9.4% |
| 3M | +2.7% | +15.4% | -12.8% | -4.2% |
| 6M | +15.2% | +13.1% | +2.1% | +7.9% |
| YTD | +19.2% | +7.5% | +11.8% | +13.6% |
| 1Y | +31.6% | +18.3% | +13.3% | +20.0% |
| 3Y | +274.2% | +65.9% | +208.3% | +191.4% |
| 5Y | +250.1% | +35.2% | +214.9% | +200.6% |
| 10Y | +388.4% | +266.7% | +121.7% | +176.1% |
| All | +866.6% | +2,506.4% | -1,639.8% | +227.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling