+130.8%
SLB vs RCL
+249.6%
-118.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | -5.1% | +5.9% | +1.8% |
| 30D | +15.8% | -19.0% | +34.8% | +20.6% |
| 3M | -0.3% | -9.6% | +9.2% | +1.0% |
| 6M | +21.3% | -6.7% | +28.0% | +21.6% |
| YTD | +52.3% | -3.9% | +56.2% | +50.1% |
| 1Y | +63.6% | -25.1% | +88.7% | +69.8% |
| 3Y | +3.8% | +179.1% | -175.4% | -20.6% |
| All | +130.8% | +249.6% | -118.8% | +59.2% |
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