+227.7%
B vs RCL
+4,549.4%
-4,321.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.6% | -5.1% | +3.5% | -1.4% |
| 30D | +9.4% | -19.0% | +28.4% | +10.4% |
| 3M | +5.0% | -9.6% | +14.6% | +5.4% |
| 6M | -3.5% | -6.7% | +3.1% | -3.3% |
| YTD | +4.5% | -3.9% | +8.4% | +4.5% |
| 1Y | +67.8% | -25.1% | +92.9% | +69.1% |
| 3Y | +196.7% | +179.1% | +17.6% | +184.4% |
| 5Y | +151.9% | +243.3% | -91.4% | +137.3% |
| 10Y | +202.2% | +325.8% | -123.6% | +171.8% |
| All | +227.7% | +4,549.4% | -4,321.7% | +194.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling