+188.0%
RCL vs USHY
+48.2%
+139.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -2.6% |
| 7D | -0.2% | -0.3% | +0.1% | +0.8% |
| 30D | +14.4% | +0.3% | +14.1% | +13.6% |
| 3M | +5.2% | -1.7% | +6.9% | +11.7% |
| 6M | +26.1% | -0.4% | +26.5% | +28.7% |
| YTD | +17.4% | +0.7% | +16.6% | +16.3% |
| 1Y | +24.7% | +1.8% | +22.9% | +19.5% |
| 3Y | +250.9% | +25.3% | +225.6% | +76.2% |
| 5Y | +293.8% | +19.9% | +274.0% | +144.8% |
| All | +188.0% | +48.2% | +139.8% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling