+52.1%
TMUS vs RCL
+285.8%
-233.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.3% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | +11.3% | +14.4% | -3.1% | +10.1% |
| 3M | -2.9% | +5.2% | -8.0% | -3.4% |
| 6M | -10.5% | +26.1% | -36.7% | -12.5% |
| YTD | -14.4% | +17.4% | -31.8% | -16.5% |
| 1Y | -17.9% | +24.7% | -42.6% | -20.5% |
| 3Y | +21.9% | +250.9% | -229.1% | +2.9% |
| 5Y | +52.1% | +293.8% | -241.7% | +25.9% |
| All | +52.1% | +285.8% | -233.6% | +25.9% |
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