+2.6%
RCL vs Q
+74.5%
-71.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.2% |
| 7D | -0.2% | +11.5% | -11.7% | -2.7% |
| 30D | +14.4% | -0.2% | +14.6% | +14.1% |
| 3M | +5.2% | -13.6% | +18.8% | +8.2% |
| 6M | +26.1% | -27.0% | +53.2% | +34.1% |
| YTD | +17.4% | +50.5% | -33.2% | +4.9% |
| 1Y | +24.7% | +33.8% | -9.1% | +10.8% |
| All | +2.6% | +74.5% | -71.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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