+227.5%
RCL vs USHY
+21.5%
+206.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.2% |
| 7D | -2.2% | -0.1% | -2.1% | -1.8% |
| 30D | -15.7% | 0.0% | -15.6% | -15.5% |
| 3M | -8.0% | +0.8% | -8.8% | -10.2% |
| 6M | -10.1% | +1.9% | -12.1% | -14.4% |
| YTD | -5.9% | +2.3% | -8.1% | -11.2% |
| 1Y | -23.5% | +4.1% | -27.6% | -31.7% |
| 3Y | +174.4% | +27.8% | +146.6% | +38.8% |
| All | +227.5% | +21.5% | +206.0% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling