+331.2%
RCL vs PODD
+229.6%
+101.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.3% |
| 7D | -2.5% | -10.6% | +8.1% | +0.3% |
| 30D | -15.7% | -6.9% | -8.7% | -14.3% |
| 3M | -3.6% | -10.6% | +7.0% | -2.1% |
| 6M | -8.7% | -43.5% | +34.8% | +3.7% |
| YTD | -6.2% | -52.6% | +46.5% | +11.5% |
| 1Y | -22.9% | -60.1% | +37.2% | -4.3% |
| 3Y | +173.6% | -21.7% | +195.3% | +175.0% |
| 5Y | +226.6% | -54.6% | +281.1% | +266.8% |
| All | +331.2% | +229.6% | +101.6% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PODD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling