+267.2%
ALAB vs RCL
+157.4%
+109.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | +0.9% |
| 7D | +26.9% | -0.2% | +27.2% | +27.2% |
| 30D | -30.0% | +14.4% | -44.4% | -35.2% |
| 3M | -28.5% | +5.2% | -33.7% | -30.9% |
| 6M | +11.4% | +26.1% | -14.7% | -3.8% |
| YTD | +36.9% | +17.4% | +19.6% | +18.5% |
| 1Y | +44.4% | +24.7% | +19.7% | +19.1% |
| All | +267.2% | +157.4% | +109.9% | +70.4% |
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