+34.3%
ARM vs RCL
+24.4%
+9.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -0.1% |
| 7D | +19.8% | -0.2% | +20.1% | +19.9% |
| 30D | -21.8% | +14.4% | -36.2% | -26.6% |
| 3M | -26.5% | +5.2% | -31.7% | -28.3% |
| 6M | -3.9% | +26.1% | -30.1% | -13.9% |
| YTD | +82.8% | +17.4% | +65.4% | +70.4% |
| 1Y | +34.3% | +24.7% | +9.6% | +27.7% |
| All | +34.3% | +24.4% | +9.9% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling