+28.6%
RCL vs ROK
-9.5%
+38.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.3% | -3.6% | -2.3% |
| 7D | +0.6% | -8.5% | +9.1% | +3.9% |
| 30D | +19.4% | -6.4% | +25.8% | +21.8% |
| 3M | +9.8% | -8.8% | +18.6% | +13.4% |
| 6M | +28.6% | -10.5% | +39.1% | +30.0% |
| All | +28.6% | -9.5% | +38.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 6mo: compounded portfolio wealth divided by compounded ROK 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…
6mo analysis · Full analysis span regression · 6 months rolling