+379.0%
RCL vs UAL
+106.7%
+272.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | -1.8% |
| 7D | +5.0% | +10.2% | -5.2% | -2.2% |
| 30D | +19.4% | +12.0% | +7.4% | +9.7% |
| 3M | +5.9% | -7.1% | +13.0% | +10.5% |
| 6M | +23.8% | +20.9% | +2.9% | +5.6% |
| YTD | +22.8% | +7.7% | +15.2% | +11.9% |
| 1Y | +34.3% | +23.6% | +10.7% | +9.9% |
| 3Y | +276.4% | +222.6% | +53.9% | +26.2% |
| 5Y | +281.6% | +127.9% | +153.6% | +63.1% |
| 10Y | +379.0% | +100.2% | +278.8% | +112.8% |
| All | +379.0% | +106.7% | +272.3% | +112.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling