+166.1%
B vs RCL
+266.4%
-100.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | +9.6% | +6.5% | +3.1% | +8.6% |
| 30D | +3.5% | +15.9% | -12.4% | +1.3% |
| 3M | -1.6% | +2.7% | -4.2% | -2.1% |
| 6M | -1.7% | +15.2% | -16.9% | -4.0% |
| YTD | -5.3% | +19.2% | -24.6% | -8.3% |
| 1Y | +27.2% | +31.6% | -4.4% | +22.0% |
| 3Y | +166.1% | +274.2% | -108.1% | +138.2% |
| All | +166.1% | +266.4% | -100.3% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling