+848.8%
RCL vs UAL
+246.2%
+602.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.5% |
| 7D | +6.5% | +8.2% | -1.6% | +3.0% |
| 30D | +15.9% | +2.3% | +13.5% | +14.7% |
| 3M | +2.7% | -12.7% | +15.4% | +8.7% |
| 6M | +15.2% | +12.7% | +2.5% | +8.6% |
| YTD | +19.2% | +0.8% | +18.4% | +17.4% |
| 1Y | +31.6% | +17.8% | +13.8% | +20.7% |
| 3Y | +274.2% | +206.7% | +67.5% | +114.0% |
| 5Y | +250.1% | +113.9% | +136.2% | +137.5% |
| 10Y | +388.4% | +97.0% | +291.4% | +251.3% |
| All | +848.8% | +246.2% | +602.6% | +218.1% |
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