+8.5%
RCL vs IRE
-97.3%
+105.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.0% |
| 7D | +5.0% | -15.5% | +20.5% | +4.8% |
| 30D | +19.4% | -70.4% | +89.8% | +21.3% |
| 3M | +5.9% | -81.6% | +87.5% | +8.3% |
| 6M | +23.8% | -94.7% | +118.5% | +28.8% |
| YTD | +22.8% | -91.8% | +114.6% | +26.6% |
| 1Y | +34.3% | -97.6% | +131.8% | +39.3% |
| All | +8.5% | -97.3% | +105.8% | +11.9% |
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