+292.2%
RCL vs STZ
-29.4%
+321.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | +17.8% | +15.2% | +2.7% | +11.8% |
| 3M | +4.9% | +7.6% | -2.7% | +1.8% |
| 6M | +23.7% | +5.3% | +18.5% | +20.5% |
| YTD | +17.8% | +8.6% | +9.2% | +11.6% |
| 1Y | +28.9% | +15.6% | +13.4% | +18.6% |
| 3Y | +241.9% | -35.2% | +277.0% | +292.0% |
| All | +292.2% | -29.4% | +321.6% | +286.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling