+342.5%
RCL vs TECH
+179.6%
+163.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -15.7% | +0.3% | -16.0% | -15.8% |
| 3M | -8.0% | +32.9% | -40.9% | -18.7% |
| 6M | -10.1% | +32.1% | -42.2% | -22.1% |
| YTD | -5.9% | +23.4% | -29.3% | -16.8% |
| 1Y | -23.5% | +34.1% | -57.5% | -35.6% |
| 3Y | +174.4% | +2.2% | +172.2% | +144.4% |
| 5Y | +227.1% | -41.8% | +269.0% | +277.3% |
| 10Y | +342.5% | +188.9% | +153.6% | +114.9% |
| All | +342.5% | +179.6% | +163.0% | +114.9% |
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