+199.6%
ARM vs RCL
+240.5%
-40.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.9% |
| 7D | +9.1% | -1.2% | +10.3% | +9.8% |
| 30D | -19.9% | +17.8% | -37.8% | -27.9% |
| 3M | -31.6% | +4.9% | -36.6% | -34.3% |
| 6M | -13.9% | +23.7% | -37.6% | -25.4% |
| YTD | +74.3% | +17.8% | +56.5% | +51.4% |
| 1Y | +35.8% | +28.9% | +6.9% | +9.6% |
| 3Y | +268.6% | +241.9% | +26.7% | +41.8% |
| All | +199.6% | +240.5% | -40.9% | +15.4% |
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 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