+330.2%
RCL vs TECH
+187.7%
+142.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -0.2% | +0.2% | -0.5% | -0.3% |
| 30D | +14.4% | +0.5% | +13.9% | +14.2% |
| 3M | +5.2% | +1.0% | +4.2% | +4.8% |
| 6M | +26.1% | +54.1% | -27.9% | +4.7% |
| YTD | +17.4% | +24.4% | -7.0% | +3.4% |
| 1Y | +24.7% | +19.3% | +5.4% | +11.8% |
| 3Y | +250.9% | +28.5% | +222.4% | +178.0% |
| 5Y | +293.8% | -41.0% | +334.8% | +353.6% |
| All | +330.2% | +187.7% | +142.5% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling