+895.6%
RCL vs ICE
+2,533.0%
-1,637.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.5% |
| 7D | +5.0% | +1.0% | +3.9% | +4.5% |
| 30D | +19.4% | +11.4% | +8.0% | +13.4% |
| 3M | +5.9% | +16.2% | -10.2% | -1.5% |
| 6M | +23.8% | +12.5% | +11.3% | +16.2% |
| YTD | +22.8% | +8.6% | +14.3% | +16.5% |
| 1Y | +34.3% | +18.4% | +15.9% | +22.5% |
| 3Y | +276.4% | +66.4% | +210.0% | +192.7% |
| 5Y | +281.6% | +37.2% | +244.4% | +225.5% |
| 10Y | +379.0% | +244.8% | +134.2% | +177.7% |
| All | +895.6% | +2,533.0% | -1,637.4% | +235.8% |
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