+189.1%
RCL vs USHY
+48.0%
+141.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.8% |
| 7D | -1.2% | -0.4% | -0.8% | +0.3% |
| 30D | +17.8% | +0.6% | +17.3% | +15.8% |
| 3M | +4.9% | -2.0% | +6.9% | +12.6% |
| 6M | +23.7% | -0.5% | +24.3% | +26.8% |
| YTD | +17.8% | +0.6% | +17.2% | +17.2% |
| 1Y | +28.9% | +2.1% | +26.8% | +22.1% |
| 3Y | +241.9% | +25.3% | +216.6% | +71.7% |
| 5Y | +295.4% | +19.7% | +275.7% | +146.7% |
| All | +189.1% | +48.0% | +141.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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