+342.5%
RCL vs PSX
+377.2%
-34.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.2% |
| 7D | -2.2% | +1.8% | -4.0% | -3.3% |
| 30D | -15.7% | +21.6% | -37.3% | -25.8% |
| 3M | -8.0% | +46.5% | -54.4% | -29.2% |
| 6M | -10.1% | +62.0% | -72.1% | -37.2% |
| YTD | -5.9% | +106.3% | -112.2% | -45.2% |
| 1Y | -23.5% | +103.0% | -126.5% | -55.3% |
| 3Y | +174.4% | +135.5% | +38.8% | +34.9% |
| 5Y | +227.1% | +368.5% | -141.4% | -16.5% |
| 10Y | +342.5% | +386.6% | -44.0% | +13.5% |
| All | +342.5% | +377.2% | -34.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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