+4,409.7%
RCL vs IT
+6,259.0%
-1,849.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.8% |
| 7D | +5.0% | -18.8% | +23.8% | +11.7% |
| 30D | +19.4% | -0.1% | +19.5% | +18.7% |
| 3M | +5.9% | +2.9% | +3.0% | +3.3% |
| 6M | +23.8% | +20.4% | +3.4% | +12.1% |
| YTD | +22.8% | -24.3% | +47.1% | +26.4% |
| 1Y | +34.3% | -17.2% | +51.4% | +34.2% |
| 3Y | +276.4% | -52.4% | +328.8% | +344.5% |
| 5Y | +281.6% | -43.7% | +325.3% | +328.1% |
| 10Y | +379.0% | +90.3% | +288.7% | +273.6% |
| All | +4,409.7% | +6,259.0% | -1,849.3% | +1,472.2% |
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