+157.6%
B vs RCL
+249.6%
-92.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -5.1% | +3.5% | -1.1% |
| 30D | +9.4% | -19.0% | +28.4% | +11.5% |
| 3M | +5.0% | -9.6% | +14.6% | +5.8% |
| 6M | -3.5% | -6.7% | +3.1% | -3.2% |
| YTD | +4.5% | -3.9% | +8.4% | +4.5% |
| 1Y | +67.8% | -25.1% | +92.9% | +70.1% |
| 3Y | +196.7% | +179.1% | +17.6% | +175.9% |
| All | +157.6% | +249.6% | -92.0% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling