+172.7%
RCL vs NYT
+55.5%
+117.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -2.5% | -0.7% | -1.7% | -2.2% |
| 30D | -15.7% | +4.5% | -20.1% | -17.0% |
| 3M | -3.6% | -8.5% | +4.9% | -1.2% |
| 6M | -8.7% | -15.1% | +6.4% | -3.4% |
| YTD | -6.2% | -3.3% | -2.9% | -5.9% |
| 1Y | -22.9% | +17.0% | -39.9% | -28.3% |
| All | +172.7% | +55.5% | +117.2% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling