+5.3%
RCL vs IRE
-97.2%
+102.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +39.6% | -38.2% | +0.7% |
| 7D | +6.5% | -27.2% | +33.7% | +6.6% |
| 30D | +15.9% | -75.1% | +91.0% | +18.1% |
| 3M | +2.7% | -77.9% | +80.5% | +4.5% |
| 6M | +15.2% | -94.6% | +109.8% | +19.8% |
| YTD | +19.2% | -91.5% | +110.8% | +22.9% |
| 1Y | +31.6% | -97.8% | +129.4% | +36.9% |
| All | +5.3% | -97.2% | +102.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling