-15.9%
ACN vs RCL
+255.6%
-271.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -3.8% | -1.2% | -2.7% | -3.7% |
| 30D | +16.5% | +17.8% | -1.3% | +13.1% |
| 3M | +41.5% | +4.9% | +36.5% | +40.0% |
| 6M | +60.1% | +23.7% | +36.3% | +52.8% |
| YTD | -3.9% | +17.8% | -21.8% | -8.4% |
| 1Y | +4.1% | +28.9% | -24.8% | -3.0% |
| 3Y | -15.9% | +241.9% | -257.7% | -33.1% |
| All | -15.9% | +255.6% | -271.4% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling