+271.8%
UNP vs RCL
+344.6%
-72.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.7% | -0.5% | -0.3% | -0.7% |
| 30D | -1.1% | -17.3% | +16.2% | +2.5% |
| 3M | +7.9% | -2.8% | +10.6% | +8.0% |
| 6M | +14.6% | -4.4% | +19.0% | +14.4% |
| YTD | +26.6% | -4.2% | +30.8% | +25.4% |
| 1Y | +35.6% | -23.4% | +58.9% | +39.8% |
| 3Y | +45.5% | +179.4% | -133.9% | +13.0% |
| 5Y | +50.0% | +238.8% | -188.8% | +6.3% |
| 10Y | +271.8% | +350.2% | -78.4% | +149.9% |
| All | +271.8% | +344.6% | -72.8% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling