+16.4%
B vs RCL
+33.5%
-17.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.3% |
| 7D | +7.1% | +8.5% | -1.4% | +5.1% |
| 30D | -3.3% | +20.4% | -23.7% | -7.4% |
| 3M | -2.5% | +11.0% | -13.5% | -4.9% |
| 6M | -7.2% | +24.9% | -32.1% | -12.2% |
| YTD | -7.4% | +23.9% | -31.2% | -12.0% |
| 1Y | +16.4% | +30.8% | -14.4% | +9.5% |
| All | +16.4% | +33.5% | -17.1% | +9.5% |
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