+200.5%
B vs RCL
+396.5%
-196.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.1% |
| 7D | +11.3% | +5.0% | +6.4% | +11.1% |
| 30D | +2.9% | +19.4% | -16.4% | +2.1% |
| 3M | -2.9% | +5.9% | -8.8% | -3.2% |
| 6M | -1.2% | +23.8% | -25.0% | -2.2% |
| YTD | -1.3% | +22.8% | -24.1% | -2.4% |
| 1Y | +30.4% | +34.3% | -3.8% | +28.7% |
| 3Y | +195.3% | +276.4% | -81.2% | +182.6% |
| 5Y | +146.2% | +281.6% | -135.4% | +132.6% |
| 10Y | +200.5% | +379.0% | -178.5% | +185.0% |
| All | +200.5% | +396.5% | -196.1% | +185.0% |
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