+331.8%
RCL vs Z
+4.8%
+327.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +2.7% |
| 7D | +8.5% | -6.5% | +15.0% | +10.7% |
| 30D | +20.4% | -0.1% | +20.5% | +19.6% |
| 3M | +11.0% | -14.1% | +25.1% | +14.9% |
| 6M | +24.9% | -30.1% | +54.9% | +37.6% |
| YTD | +23.9% | -57.5% | +81.4% | +59.7% |
| 1Y | +30.8% | -60.3% | +91.2% | +71.8% |
| 3Y | +270.4% | -21.0% | +291.4% | +267.1% |
| 5Y | +296.1% | -54.9% | +351.0% | +345.8% |
| 10Y | +375.0% | -16.0% | +391.1% | +245.5% |
| All | +331.8% | +4.8% | +327.0% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling