+342.5%
RCL vs IT
+88.4%
+254.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | -2.2% | -9.1% | +6.9% | +2.3% |
| 30D | -15.7% | -12.2% | -3.5% | -10.7% |
| 3M | -8.0% | +7.8% | -15.8% | -15.4% |
| 6M | -10.1% | +2.0% | -12.1% | -16.8% |
| YTD | -5.9% | -32.7% | +26.8% | +8.3% |
| 1Y | -23.5% | -31.1% | +7.6% | -13.9% |
| 3Y | +174.4% | -52.1% | +226.5% | +271.9% |
| 5Y | +227.1% | -46.3% | +273.4% | +299.2% |
| 10Y | +342.5% | +91.4% | +251.2% | +146.7% |
| All | +342.5% | +88.4% | +254.1% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling