+216.0%
C vs RCL
+255.6%
-39.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.2% | -1.2% | +5.4% | +4.5% |
| 30D | +2.0% | +17.8% | -15.9% | -3.6% |
| 3M | -10.1% | +4.9% | -15.1% | -11.9% |
| 6M | +1.0% | +23.7% | -22.7% | -7.2% |
| YTD | +8.5% | +17.8% | -9.3% | -0.6% |
| 1Y | +25.7% | +28.9% | -3.2% | +10.8% |
| 3Y | +216.0% | +241.9% | -25.9% | +87.4% |
| All | +216.0% | +255.6% | -39.6% | +87.4% |
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