+249.6%
ALAB vs RCL
+169.4%
+80.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.0% | +10.7% | +12.0% |
| 7D | -5.6% | +5.0% | -10.5% | -7.9% |
| 30D | -36.6% | +19.4% | -56.0% | -42.6% |
| 3M | -35.1% | +5.9% | -41.0% | -37.4% |
| 6M | +8.5% | +23.8% | -15.2% | -5.3% |
| YTD | +30.4% | +22.8% | +7.5% | +10.1% |
| 1Y | +31.0% | +34.3% | -3.2% | +3.4% |
| All | +249.6% | +169.4% | +80.3% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling