+46.2%
SLB vs RCL
+27.6%
+18.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.4% | -7.5% | -1.2% |
| 7D | -4.1% | +11.7% | -15.8% | -4.3% |
| 30D | +2.5% | +21.1% | -18.6% | +2.1% |
| 3M | +2.0% | +2.9% | -0.9% | +2.7% |
| 6M | -6.3% | +29.8% | -36.2% | -8.0% |
| YTD | +36.5% | +21.4% | +15.1% | +33.2% |
| 1Y | +46.2% | +32.0% | +14.2% | +38.1% |
| All | +46.2% | +27.6% | +18.7% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling