+330.2%
RCL vs PSX
+364.5%
-34.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.6% | -4.9% |
| 7D | -0.2% | +6.4% | -6.7% | -4.1% |
| 30D | +14.4% | -10.2% | +24.6% | +20.7% |
| 3M | +5.2% | +17.2% | -12.0% | -6.9% |
| 6M | +26.1% | +51.8% | -25.6% | -7.6% |
| YTD | +17.4% | +108.0% | -90.7% | -33.3% |
| 1Y | +24.7% | +96.1% | -71.5% | -26.5% |
| 3Y | +250.9% | +155.9% | +95.1% | +59.8% |
| 5Y | +293.8% | +306.9% | -13.1% | +12.3% |
| All | +330.2% | +364.5% | -34.3% | +7.3% |
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