+234.8%
RCL vs STZ
-33.3%
+268.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.1% | -1.9% | -3.2% | -4.4% |
| 30D | -19.0% | -1.9% | -17.1% | -18.6% |
| 3M | -9.6% | -6.2% | -3.3% | -7.7% |
| 6M | -6.7% | -14.0% | +7.3% | -2.0% |
| YTD | -3.9% | -5.1% | +1.2% | -4.1% |
| 1Y | -25.1% | -9.6% | -15.5% | -23.8% |
| 3Y | +179.1% | -47.2% | +226.4% | +255.4% |
| All | +234.8% | -33.3% | +268.1% | +263.9% |
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