+108.4%
B vs RCL
+285.8%
-177.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -2.7% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -6.6% | +14.4% | -21.0% | -7.7% |
| 3M | -7.9% | +5.2% | -13.0% | -8.4% |
| 6M | -16.8% | +26.1% | -42.9% | -18.5% |
| YTD | -11.7% | +17.4% | -29.0% | -13.3% |
| 1Y | +3.5% | +24.7% | -21.2% | +1.2% |
| 3Y | +165.7% | +250.9% | -85.2% | +142.0% |
| 5Y | +108.4% | +293.8% | -185.4% | +81.6% |
| All | +108.4% | +285.8% | -177.4% | +81.6% |
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