+373.9%
RCL vs USB
+93.8%
+280.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -1.3% |
| 7D | +3.9% | -1.5% | +5.4% | +5.4% |
| 30D | +11.8% | +4.3% | +7.5% | +7.8% |
| 3M | -0.8% | -6.1% | +5.2% | +4.4% |
| 6M | +23.6% | +9.4% | +14.2% | +13.2% |
| YTD | +17.6% | +15.2% | +2.5% | +3.0% |
| 1Y | +28.3% | +32.8% | -4.5% | -0.6% |
| 3Y | +261.4% | +91.3% | +170.2% | +95.5% |
| 5Y | +245.3% | +22.7% | +222.7% | +172.7% |
| All | +373.9% | +93.8% | +280.1% | +161.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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