+281.6%
RCL vs IT
-42.9%
+324.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +5.0% | -18.8% | +23.8% | +12.9% |
| 30D | +19.4% | -0.1% | +19.5% | +18.4% |
| 3M | +5.9% | +2.9% | +3.0% | +2.6% |
| 6M | +23.8% | +20.4% | +3.4% | +8.9% |
| YTD | +22.8% | -24.3% | +47.1% | +34.3% |
| 1Y | +34.3% | -17.2% | +51.4% | +38.9% |
| 3Y | +276.4% | -52.4% | +328.8% | +439.4% |
| 5Y | +281.6% | -43.7% | +325.3% | +329.3% |
| All | +281.6% | -42.9% | +324.4% | +329.3% |
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