+333.1%
RCL vs TTWO
+406.5%
-73.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | -15.5% | -11.3% | -4.2% | -12.6% |
| 3M | -9.7% | +1.6% | -11.3% | -10.5% |
| 6M | -8.7% | +2.1% | -10.8% | -10.0% |
| YTD | -5.8% | -15.8% | +10.1% | -1.9% |
| 1Y | -24.5% | -12.6% | -11.9% | -22.4% |
| 3Y | +173.9% | +48.2% | +125.7% | +137.7% |
| 5Y | +228.0% | +40.0% | +188.0% | +179.7% |
| All | +333.1% | +406.5% | -73.4% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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