-23.4%
RCL vs Z
-63.3%
+39.9%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | +1.9% |
| 7D | -0.5% | -3.3% | +2.8% | +0.5% |
| 30D | -17.3% | -3.7% | -13.6% | -16.7% |
| 3M | -2.8% | -7.0% | +4.2% | -1.1% |
| 6M | -4.4% | -29.5% | +25.1% | +7.4% |
| YTD | -4.2% | -52.6% | +48.4% | +21.8% |
| 1Y | -23.4% | -64.0% | +40.6% | +1.2% |
| All | -23.4% | -63.3% | +39.9% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling