+173.5%
RCL vs TTWO
+47.8%
+125.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -2.2% | -2.3% | +0.1% | -1.4% |
| 30D | -15.7% | -16.7% | +1.1% | -10.5% |
| 3M | -8.0% | -0.4% | -7.5% | -8.5% |
| 6M | -10.1% | -1.6% | -8.5% | -10.8% |
| YTD | -5.9% | -17.5% | +11.6% | -0.7% |
| 1Y | -23.5% | -14.8% | -8.7% | -20.5% |
| All | +173.5% | +47.8% | +125.8% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling