+331.5%
RCL vs UAL
+118.5%
+213.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.9% |
| 7D | -5.1% | +0.7% | -5.8% | -5.7% |
| 30D | -19.0% | -16.1% | -2.9% | -8.5% |
| 3M | -9.6% | +6.1% | -15.7% | -14.1% |
| 6M | -6.7% | +10.8% | -17.5% | -15.1% |
| YTD | -3.9% | -0.4% | -3.5% | -6.8% |
| 1Y | -25.1% | +5.0% | -30.1% | -31.2% |
| 3Y | +179.1% | +124.0% | +55.1% | +25.1% |
| 5Y | +243.3% | +141.0% | +102.3% | +40.8% |
| All | +331.5% | +118.5% | +213.0% | +97.2% |
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