+4,537.3%
RCL vs ITW
+5,615.8%
-1,078.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.2% |
| 7D | -0.5% | -0.4% | 0.0% | -0.1% |
| 30D | -17.3% | -9.4% | -7.9% | -10.7% |
| 3M | -2.8% | +7.1% | -9.9% | -7.9% |
| 6M | -4.4% | -1.9% | -2.5% | -2.9% |
| YTD | -4.2% | +10.4% | -14.6% | -11.5% |
| 1Y | -23.4% | +3.3% | -26.7% | -25.4% |
| 3Y | +179.4% | +21.0% | +158.4% | +140.3% |
| 5Y | +238.8% | +36.3% | +202.4% | +169.0% |
| 10Y | +350.2% | +185.8% | +164.4% | +122.9% |
| All | +4,537.3% | +5,615.8% | -1,078.6% | +645.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling