+4.8%
AAL vs RCL
+29.5%
-24.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | +11.7% | +19.4% | -7.7% | +2.2% |
| 3M | -7.8% | +9.8% | -17.6% | -12.0% |
| 6M | +10.2% | +28.6% | -18.4% | -2.7% |
| YTD | -8.0% | +22.2% | -30.2% | -15.7% |
| All | +4.8% | +29.5% | -24.7% | -4.9% |
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 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