+664.5%
RCL vs UAL
+242.1%
+422.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.2% |
| 7D | -5.1% | +0.7% | -5.8% | -5.4% |
| 30D | -19.0% | -16.1% | -2.9% | -12.6% |
| 3M | -9.6% | +6.1% | -15.7% | -12.1% |
| 6M | -6.7% | +10.8% | -17.5% | -11.3% |
| YTD | -3.9% | -0.4% | -3.5% | -4.7% |
| 1Y | -25.1% | +5.0% | -30.1% | -27.9% |
| 3Y | +179.1% | +124.0% | +55.1% | +83.0% |
| 5Y | +243.3% | +141.0% | +102.3% | +122.3% |
| 10Y | +325.8% | +118.0% | +207.8% | +197.2% |
| All | +664.5% | +242.1% | +422.5% | +158.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling