+207.4%
ALAB vs RCL
+161.5%
+45.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.4% | +4.9% | +5.5% |
| 7D | -26.3% | +6.5% | -32.8% | -29.1% |
| 30D | -50.1% | +15.9% | -66.0% | -54.1% |
| 3M | -42.5% | +2.7% | -45.1% | -43.6% |
| 6M | -10.8% | +15.2% | -26.1% | -19.0% |
| YTD | +14.6% | +19.2% | -4.6% | -1.7% |
| 1Y | +17.1% | +31.6% | -14.5% | -6.9% |
| All | +207.4% | +161.5% | +45.9% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling