+32.0%
RCL vs UAL
+22.8%
+9.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.0% | -1.6% | +1.9% |
| 7D | +11.7% | +11.9% | -0.2% | +5.0% |
| 30D | +21.1% | +5.2% | +15.9% | +17.6% |
| 3M | +2.9% | -12.7% | +15.6% | +10.4% |
| 6M | +29.8% | +28.5% | +1.3% | +12.0% |
| YTD | +21.4% | +3.5% | +17.9% | +14.4% |
| 1Y | +32.0% | +27.5% | +4.5% | +19.3% |
| All | +32.0% | +22.8% | +9.2% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 1y: compounded portfolio wealth divided by compounded UAL 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…
1y analysis · Full analysis span regression · 6 months rolling