+200.4%
B vs RCL
+179.1%
+21.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -5.1% | +3.5% | -0.9% |
| 30D | +9.4% | -19.0% | +28.4% | +12.5% |
| 3M | +5.0% | -9.6% | +14.6% | +6.2% |
| 6M | -3.5% | -6.7% | +3.1% | -3.1% |
| YTD | +4.5% | -3.9% | +8.4% | +4.5% |
| 1Y | +67.8% | -25.1% | +92.9% | +71.0% |
| All | +200.4% | +179.1% | +21.3% | +176.0% |
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 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