+130.7%
C vs RCL
+249.6%
-118.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +3.6% | -5.1% | +8.7% | +5.2% |
| 30D | +0.1% | -19.0% | +19.1% | +6.4% |
| 3M | +2.4% | -9.6% | +12.0% | +4.9% |
| 6M | +24.9% | -6.7% | +31.6% | +26.1% |
| YTD | +19.8% | -3.9% | +23.7% | +18.8% |
| 1Y | +44.9% | -25.1% | +70.0% | +54.0% |
| 3Y | +263.0% | +179.1% | +83.9% | +164.3% |
| All | +130.7% | +249.6% | -118.9% | +45.3% |
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