+24.0%
B vs RCL
+32.4%
-8.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.5% |
| 7D | +11.3% | +5.0% | +6.4% | +10.0% |
| 30D | +2.9% | +19.4% | -16.4% | -1.1% |
| 3M | -2.9% | +5.9% | -8.8% | -4.1% |
| 6M | -1.2% | +23.8% | -25.0% | -6.3% |
| YTD | -1.3% | +22.8% | -24.1% | -6.0% |
| All | +24.0% | +32.4% | -8.4% | +16.9% |
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