+156.3%
ACN vs RCL
+396.5%
-240.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.9% |
| 7D | -2.5% | +5.0% | -7.5% | -3.4% |
| 30D | +22.6% | +19.4% | +3.3% | +18.5% |
| 3M | +45.9% | +5.9% | +40.0% | +43.8% |
| 6M | +43.8% | +23.8% | +20.0% | +37.0% |
| YTD | -2.5% | +22.8% | -25.3% | -7.9% |
| 1Y | +6.5% | +34.3% | -27.8% | -1.4% |
| 3Y | -14.2% | +276.4% | -290.6% | -35.9% |
| 5Y | -24.4% | +281.6% | -306.0% | -46.4% |
| 10Y | +156.3% | +379.0% | -222.7% | +68.4% |
| All | +156.3% | +396.5% | -240.2% | +68.4% |
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