+233.1%
RCL vs IT
-44.8%
+277.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.2% | +2.6% |
| 7D | -0.5% | -9.1% | +8.7% | +3.0% |
| 30D | -17.3% | -7.0% | -10.3% | -15.6% |
| 3M | -2.8% | +7.6% | -10.4% | -8.3% |
| 6M | -4.4% | +2.1% | -6.5% | -9.1% |
| YTD | -4.2% | -31.6% | +27.4% | +10.1% |
| 1Y | -23.4% | -29.9% | +6.5% | -13.8% |
| 3Y | +179.4% | -51.3% | +230.7% | +279.4% |
| All | +233.1% | -44.8% | +277.9% | +272.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling