+140.6%
ADI vs RCL
+234.8%
-94.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | +0.4% | -5.1% | +5.5% | +2.0% |
| 30D | -3.8% | -19.0% | +15.2% | +2.6% |
| 3M | -15.3% | -9.6% | -5.7% | -12.9% |
| 6M | +6.7% | -6.7% | +13.4% | +7.8% |
| YTD | +34.8% | -3.9% | +38.7% | +33.2% |
| 1Y | +49.0% | -25.1% | +74.1% | +58.7% |
| 3Y | +108.1% | +179.1% | -71.0% | +45.5% |
| All | +140.6% | +234.8% | -94.2% | +52.5% |
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