+29.4%
B vs RCL
+27.6%
+1.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.4% | +1.9% | +6.7% |
| 7D | +1.1% | +11.7% | -10.6% | -1.5% |
| 30D | +0.3% | +21.1% | -20.8% | -4.0% |
| 3M | +5.4% | +2.9% | +2.5% | +4.7% |
| 6M | +5.5% | +29.8% | -24.3% | -1.0% |
| YTD | -6.3% | +21.4% | -27.7% | -10.9% |
| 1Y | +29.4% | +32.0% | -2.7% | +21.4% |
| All | +29.4% | +27.6% | +1.8% | +21.4% |
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 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