+10,547.6%
SYK vs RCL
+4,441.0%
+6,106.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -12.3% | -2.5% | -9.9% | -11.9% |
| 30D | -22.4% | -15.7% | -6.8% | -19.7% |
| 3M | -12.3% | -3.6% | -8.7% | -11.9% |
| 6M | -24.3% | -8.7% | -15.7% | -23.5% |
| YTD | -22.8% | -6.2% | -16.6% | -23.1% |
| 1Y | -28.8% | -22.9% | -5.9% | -26.5% |
| 3Y | -4.0% | +173.6% | -177.6% | -25.5% |
| 5Y | +3.8% | +226.6% | -222.7% | -26.2% |
| 10Y | +172.8% | +341.2% | -168.4% | +61.1% |
| All | +10,547.6% | +4,441.0% | +6,106.6% | +2,501.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling