+214.8%
B vs RCL
+340.1%
-125.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -7.3% | -1.2% | -6.1% | -7.3% |
| 30D | -3.3% | +17.8% | -21.2% | -4.0% |
| 3M | -7.8% | +4.9% | -12.7% | -8.0% |
| 6M | -15.5% | +23.7% | -39.3% | -16.4% |
| YTD | -12.3% | +17.8% | -30.1% | -13.0% |
| 1Y | +5.4% | +28.9% | -23.6% | +4.1% |
| 3Y | +165.5% | +241.9% | -76.3% | +154.5% |
| 5Y | +107.0% | +295.4% | -188.4% | +95.4% |
| All | +214.8% | +340.1% | -125.3% | +174.6% |
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