-25.1%
RCL vs MKTX
-8.5%
-16.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.1% |
| 30D | -19.0% | +1.1% | -20.1% | -19.0% |
| 3M | -9.6% | +36.1% | -45.7% | -8.2% |
| 6M | -6.7% | -12.9% | +6.2% | -8.5% |
| YTD | -3.9% | -8.5% | +4.6% | -5.2% |
| 1Y | -25.1% | -7.5% | -17.5% | -25.8% |
| All | -25.1% | -8.5% | -16.6% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling