+226.6%
RCL vs MKTX
-60.6%
+287.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -15.7% | +0.8% | -16.5% | -15.8% |
| 3M | -3.6% | +41.1% | -44.8% | -9.6% |
| 6M | -8.7% | -9.5% | +0.9% | -7.0% |
| YTD | -6.2% | -8.7% | +2.5% | -4.8% |
| 1Y | -22.9% | -10.0% | -12.9% | -21.6% |
| 3Y | +173.6% | -24.6% | +198.2% | +174.4% |
| 5Y | +226.6% | -60.3% | +286.9% | +248.3% |
| All | +226.6% | -60.6% | +287.1% | +248.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling