+276.4%
RCL vs IT
-52.4%
+328.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +5.0% | -18.8% | +23.8% | +9.8% |
| 30D | +19.4% | -0.1% | +19.5% | +18.9% |
| 3M | +5.9% | +2.9% | +3.0% | +4.1% |
| 6M | +23.8% | +20.4% | +3.4% | +15.2% |
| YTD | +22.8% | -24.3% | +47.1% | +34.8% |
| 1Y | +34.3% | -17.2% | +51.4% | +41.0% |
| 3Y | +276.4% | -52.4% | +328.8% | +441.9% |
| All | +276.4% | -52.4% | +328.8% | +441.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling