+379.0%
RCL vs TECH
+204.1%
+174.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +5.0% | +0.2% | +4.7% | +4.9% |
| 30D | +19.4% | +0.5% | +18.9% | +19.2% |
| 3M | +5.9% | +0.9% | +5.1% | +5.6% |
| 6M | +23.8% | +51.0% | -27.2% | +3.6% |
| YTD | +22.8% | +24.4% | -1.6% | +8.2% |
| 1Y | +34.3% | +27.6% | +6.7% | +16.8% |
| 3Y | +276.4% | +29.9% | +246.5% | +196.4% |
| 5Y | +281.6% | -40.6% | +322.2% | +338.4% |
| 10Y | +379.0% | +196.7% | +182.3% | +134.8% |
| All | +379.0% | +204.1% | +174.9% | +134.8% |
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