+226.6%
RCL vs ITW
+35.1%
+191.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.7% |
| 7D | -2.5% | -2.4% | -0.1% | -0.2% |
| 30D | -15.7% | -9.5% | -6.1% | -7.1% |
| 3M | -3.6% | +6.6% | -10.3% | -9.8% |
| 6M | -8.7% | -1.8% | -6.9% | -7.3% |
| YTD | -6.2% | +9.0% | -15.2% | -14.6% |
| 1Y | -22.9% | +3.6% | -26.4% | -26.1% |
| 3Y | +173.6% | +19.4% | +154.2% | +123.1% |
| 5Y | +226.6% | +36.4% | +190.2% | +119.7% |
| All | +226.6% | +35.1% | +191.4% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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