+2,427.5%
ACN vs RCL
+2,141.6%
+285.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.1% | -2.1% |
| 7D | +0.9% | +6.5% | -5.6% | -0.5% |
| 30D | +33.5% | +15.9% | +17.7% | +29.2% |
| 3M | +53.5% | +2.7% | +50.8% | +51.9% |
| 6M | +52.2% | +15.2% | +37.0% | +46.1% |
| YTD | -0.1% | +19.2% | -19.3% | -6.0% |
| 1Y | +11.0% | +31.6% | -20.6% | +2.1% |
| 3Y | -11.8% | +274.2% | -286.0% | -37.0% |
| 5Y | -22.8% | +250.1% | -272.9% | -46.9% |
| 10Y | +162.4% | +388.4% | -226.0% | +42.6% |
| All | +2,427.5% | +2,141.6% | +285.9% | +608.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling