+185.4%
ARM vs RCL
+258.0%
-72.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -3.1% |
| 7D | -10.4% | +8.5% | -18.9% | -14.6% |
| 30D | -31.8% | +20.4% | -52.2% | -39.2% |
| 3M | -32.2% | +11.0% | -43.2% | -36.9% |
| 6M | -14.9% | +24.9% | -39.8% | -26.5% |
| YTD | +66.0% | +23.9% | +42.2% | +40.3% |
| 1Y | +17.2% | +30.8% | -13.6% | -5.7% |
| 3Y | +247.2% | +270.4% | -23.2% | +27.4% |
| All | +185.4% | +258.0% | -72.6% | +6.9% |
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