+333.1%
RCL vs NYT
+489.9%
-156.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | 0.0% | +0.2% |
| 7D | -1.9% | -0.6% | -1.3% | -1.6% |
| 30D | -15.5% | +4.6% | -20.1% | -17.3% |
| 3M | -9.7% | -9.6% | -0.1% | -6.4% |
| 6M | -8.7% | -14.0% | +5.3% | -3.3% |
| YTD | -5.8% | -2.8% | -2.9% | -5.9% |
| 1Y | -24.5% | +15.6% | -40.0% | -30.6% |
| 3Y | +173.9% | +56.3% | +117.6% | +112.8% |
| 5Y | +228.0% | +39.5% | +188.5% | +155.9% |
| All | +333.1% | +489.9% | -156.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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