+132.6%
RTX vs RCL
+247.7%
-115.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | -5.1% | +6.5% | -11.6% | -6.0% |
| 30D | +5.1% | +15.9% | -10.7% | +3.0% |
| 3M | -14.8% | +2.7% | -17.5% | -15.3% |
| 6M | +8.0% | +15.2% | -7.2% | +5.4% |
| YTD | +4.5% | +19.2% | -14.8% | +0.5% |
| 1Y | +9.8% | +31.6% | -21.8% | +4.0% |
| 3Y | +144.2% | +274.2% | -130.0% | +95.1% |
| All | +132.6% | +247.7% | -115.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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