+217.7%
RCL vs NYT
+38.2%
+179.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -3.6% | -8.5% | +4.9% | -0.8% |
| 6M | -8.7% | -15.1% | +6.4% | -2.8% |
| YTD | -6.2% | -3.3% | -2.9% | -6.1% |
| 1Y | -22.9% | +17.0% | -39.9% | -29.4% |
| 3Y | +173.6% | +55.7% | +117.9% | +111.6% |
| All | +217.7% | +38.2% | +179.5% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling