+333.1%
RCL vs MKTX
+5.0%
+328.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -15.5% | +0.7% | -16.3% | -15.6% |
| 3M | -9.7% | +40.8% | -50.5% | -14.9% |
| 6M | -8.7% | -8.0% | -0.7% | -8.0% |
| YTD | -5.8% | -8.7% | +3.0% | -5.0% |
| 1Y | -24.5% | -11.8% | -12.6% | -23.5% |
| 3Y | +173.9% | -24.0% | +197.9% | +176.3% |
| 5Y | +228.0% | -60.3% | +288.3% | +264.7% |
| All | +333.1% | +5.0% | +328.0% | +262.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling