+292.2%
RCL vs Z
-53.4%
+345.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.9% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | +17.8% | +5.2% | +12.7% | +14.5% |
| 3M | +4.9% | -17.0% | +22.0% | +10.9% |
| 6M | +23.7% | -22.7% | +46.4% | +33.3% |
| YTD | +17.8% | -56.3% | +74.1% | +57.4% |
| 1Y | +28.9% | -57.7% | +86.6% | +73.5% |
| 3Y | +241.9% | -16.5% | +258.4% | +217.4% |
| All | +292.2% | -53.4% | +345.6% | +300.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling