+167.1%
RTX vs RCL
+234.0%
-66.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -10.6% | -17.3% | +6.8% | -8.2% |
| 3M | +11.6% | -2.8% | +14.4% | +11.7% |
| 6M | -4.5% | -4.4% | -0.1% | -4.5% |
| YTD | +9.6% | -4.2% | +13.7% | +8.7% |
| 1Y | +30.8% | -23.4% | +54.2% | +33.9% |
| 3Y | +152.8% | +179.4% | -26.6% | +109.4% |
| 5Y | +167.1% | +238.8% | -71.7% | +108.0% |
| All | +167.1% | +234.0% | -66.9% | +108.0% |
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