+4,460.8%
RCL vs IDXX
+22,647.0%
-18,186.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.9% | -5.7% | +3.8% | -0.4% |
| 30D | -15.5% | -11.5% | -4.0% | -12.8% |
| 3M | -9.7% | -9.5% | -0.1% | -7.4% |
| 6M | -8.7% | -16.0% | +7.2% | -4.4% |
| YTD | -5.8% | -25.4% | +19.6% | +1.6% |
| 1Y | -24.5% | -21.8% | -2.7% | -19.9% |
| 3Y | +173.9% | +7.0% | +166.9% | +161.7% |
| 5Y | +228.0% | -26.0% | +253.9% | +240.0% |
| 10Y | +343.2% | +358.9% | -15.8% | +193.3% |
| All | +4,460.8% | +22,647.0% | -18,186.2% | +1,661.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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