+20,344.1%
ADI vs RCL
+5,893.7%
+14,450.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | -6.3% | +8.5% | -14.8% | -8.5% |
| 30D | -3.2% | +20.4% | -23.6% | -8.2% |
| 3M | +2.8% | +11.0% | -8.2% | -0.6% |
| 6M | -5.0% | +24.9% | -29.9% | -11.6% |
| YTD | +46.3% | +23.9% | +22.5% | +34.5% |
| 1Y | +71.6% | +30.8% | +40.8% | +55.0% |
| 3Y | +139.2% | +270.4% | -131.2% | +58.1% |
| 5Y | +136.4% | +296.1% | -159.7% | +44.1% |
| 10Y | +636.2% | +375.0% | +261.2% | +248.7% |
| All | +20,344.1% | +5,893.7% | +14,450.4% | +2,751.8% |
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