+1,658.7%
RCL vs TPR
+8,117.6%
-6,458.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -6.9% |
| 7D | +3.9% | +13.9% | -9.9% | -3.2% |
| 30D | +11.8% | +14.9% | -3.2% | +3.5% |
| 3M | -0.8% | -15.4% | +14.5% | +6.3% |
| 6M | +23.6% | -4.5% | +28.1% | +23.4% |
| YTD | +17.6% | +6.0% | +11.6% | +10.7% |
| 1Y | +28.3% | +24.3% | +4.0% | +10.2% |
| 3Y | +261.4% | +412.8% | -151.4% | +36.7% |
| 5Y | +245.3% | +258.4% | -13.1% | +54.0% |
| 10Y | +381.8% | +396.8% | -15.0% | +61.8% |
| All | +1,658.7% | +8,117.6% | -6,458.9% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 all: compounded portfolio wealth divided by compounded TPR 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…
all analysis · Full analysis span regression · 6 months rolling