+3,428.0%
RCL vs IT
+6,105.9%
-2,677.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.3% |
| 7D | -5.1% | -6.0% | +0.9% | -3.3% |
| 30D | -19.0% | 0.0% | -19.0% | -19.3% |
| 3M | -9.6% | +13.1% | -22.6% | -15.0% |
| 6M | -6.7% | +11.7% | -18.4% | -13.0% |
| YTD | -3.9% | -26.1% | +22.2% | +0.8% |
| 1Y | -25.1% | -21.3% | -3.8% | -23.2% |
| 3Y | +179.1% | -46.7% | +225.9% | +220.7% |
| 5Y | +243.3% | -40.5% | +283.8% | +282.1% |
| 10Y | +325.8% | +103.9% | +221.9% | +229.9% |
| All | +3,428.0% | +6,105.9% | -2,677.9% | +1,153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling