+240.5%
RCL vs STZ
-35.4%
+275.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.0% |
| 7D | -0.2% | 0.0% | -0.3% | -0.2% |
| 30D | +14.4% | +14.7% | -0.3% | +11.3% |
| 3M | +5.2% | +8.8% | -3.6% | +3.3% |
| 6M | +26.1% | +3.1% | +23.1% | +25.0% |
| YTD | +17.4% | +7.9% | +9.5% | +14.4% |
| 1Y | +24.7% | +14.2% | +10.5% | +20.0% |
| All | +240.5% | -35.4% | +275.9% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling