+32.0%
RCL vs IT
-17.9%
+49.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +6.3% |
| 7D | +11.7% | -5.5% | +17.1% | +12.1% |
| 30D | +21.1% | +10.3% | +10.8% | +20.6% |
| 3M | +2.9% | +11.5% | -8.6% | +2.2% |
| 6M | +29.8% | +40.3% | -10.4% | +27.1% |
| YTD | +21.4% | -17.9% | +39.3% | +28.2% |
| 1Y | +32.0% | -8.8% | +40.8% | +31.3% |
| All | +32.0% | -17.9% | +49.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling