+147.4%
RTX vs RCL
+292.5%
-145.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.8% | -1.2% | +6.0% | +4.9% |
| 30D | +6.5% | +17.8% | -11.4% | +4.1% |
| 3M | -9.6% | +4.9% | -14.6% | -10.4% |
| 6M | +12.3% | +23.7% | -11.4% | +8.5% |
| YTD | +9.5% | +17.8% | -8.4% | +5.5% |
| 1Y | +15.8% | +28.9% | -13.1% | +10.0% |
| 3Y | +157.0% | +241.9% | -84.9% | +108.4% |
| All | +147.4% | +292.5% | -145.0% | +95.2% |
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