+219.8%
RCL vs S
-56.8%
+276.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.1% | -7.7% | +2.6% | -3.3% |
| 30D | -19.0% | -5.3% | -13.7% | -18.4% |
| 3M | -9.6% | +20.3% | -29.8% | -14.6% |
| 6M | -6.7% | +47.4% | -54.1% | -17.3% |
| YTD | -3.9% | +32.5% | -36.5% | -13.0% |
| 1Y | -25.1% | +9.5% | -34.6% | -29.1% |
| 3Y | +179.1% | +15.5% | +163.6% | +152.1% |
| 5Y | +243.3% | -71.2% | +314.5% | +240.0% |
| All | +219.8% | -56.8% | +276.5% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 all: compounded portfolio wealth divided by compounded S 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…
all analysis · Full analysis span regression · 6 months rolling