+114.3%
ADI vs RCL
+247.7%
-133.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -12.8% | +6.5% | -19.3% | -14.6% |
| 30D | -11.3% | +15.9% | -27.2% | -15.4% |
| 3M | -3.4% | +2.7% | -6.0% | -4.5% |
| 6M | -12.0% | +15.2% | -27.3% | -16.6% |
| YTD | +35.3% | +19.2% | +16.0% | +24.5% |
| 1Y | +58.1% | +31.6% | +26.5% | +40.5% |
| 3Y | +127.4% | +274.2% | -146.8% | +44.9% |
| All | +114.3% | +247.7% | -133.4% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling