-6.7%
RCL vs IRE
-45.0%
+38.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -0.9% |
| 7D | -5.1% | +54.8% | -59.9% | -7.5% |
| 30D | -19.0% | +18.4% | -37.4% | -20.3% |
| 3M | -9.6% | -66.7% | +57.2% | -2.1% |
| 6M | -6.7% | -52.3% | +45.6% | -7.4% |
| All | -6.7% | -45.0% | +38.3% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling