+610.9%
RCL vs MKTX
+1,446.2%
-835.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -5.1% | +0.4% | -5.5% | -5.2% |
| 30D | -19.0% | +1.1% | -20.1% | -19.3% |
| 3M | -9.6% | +36.1% | -45.7% | -18.9% |
| 6M | -6.7% | -12.9% | +6.2% | -4.8% |
| YTD | -3.9% | -8.5% | +4.6% | -3.7% |
| 1Y | -25.1% | -7.5% | -17.5% | -25.4% |
| 3Y | +179.1% | -28.3% | +207.5% | +186.6% |
| 5Y | +243.3% | -63.3% | +306.6% | +327.3% |
| 10Y | +325.8% | +4.5% | +321.3% | +238.1% |
| All | +610.9% | +1,446.2% | -835.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling