+38.8%
SLB vs RCL
+29.3%
+9.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.2% |
| 7D | -1.2% | +0.6% | -1.8% | -1.2% |
| 30D | +4.5% | +19.4% | -14.9% | +4.1% |
| 3M | -4.6% | +9.8% | -14.3% | -4.3% |
| 6M | -6.3% | +28.6% | -34.9% | -7.6% |
| YTD | +35.0% | +22.2% | +12.8% | +31.6% |
| 1Y | +38.8% | +29.7% | +9.1% | +32.6% |
| All | +38.8% | +29.3% | +9.6% | +32.6% |
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