+331.9%
RCL vs P
+652.0%
-320.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -1.2% | +11.6% | -12.8% | -4.7% |
| 30D | +17.8% | -23.7% | +41.5% | +26.4% |
| 3M | +4.9% | -8.0% | +12.9% | +4.7% |
| 6M | +23.7% | +27.9% | -4.2% | +7.0% |
| YTD | +17.8% | +61.2% | -43.3% | -8.6% |
| 1Y | +28.9% | +28.6% | +0.3% | +5.4% |
| 3Y | +241.9% | +200.5% | +41.4% | +76.3% |
| 5Y | +295.4% | +282.9% | +12.5% | +76.9% |
| All | +331.9% | +652.0% | -320.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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