+234.7%
RCL vs P
+485.4%
-250.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -5.1% | +6.5% | -11.6% | -7.0% |
| 30D | -19.0% | +18.8% | -37.8% | -24.1% |
| 3M | -9.6% | +26.7% | -36.3% | -18.1% |
| 6M | -6.7% | +62.2% | -68.9% | -23.6% |
| YTD | -3.9% | +48.5% | -52.4% | -20.3% |
| 1Y | -25.1% | +26.4% | -51.5% | -36.6% |
| 3Y | +179.1% | +159.4% | +19.7% | +65.0% |
| 5Y | +243.3% | +275.8% | -32.5% | +71.2% |
| 10Y | +325.8% | +732.0% | -406.3% | +60.4% |
| All | +234.7% | +485.4% | -250.7% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling