+112.2%
C vs RCL
+290.3%
-178.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -0.4% | +8.5% | -8.9% | -2.7% |
| 30D | -5.2% | +20.4% | -25.6% | -10.3% |
| 3M | -9.1% | +11.0% | -20.1% | -12.1% |
| 6M | -1.6% | +24.9% | -26.4% | -8.7% |
| YTD | +6.9% | +23.9% | -16.9% | -1.9% |
| 1Y | +23.0% | +30.8% | -7.9% | +10.7% |
| 3Y | +216.1% | +270.4% | -54.2% | +111.6% |
| 5Y | +112.2% | +296.1% | -183.9% | +30.3% |
| All | +112.2% | +290.3% | -178.1% | +30.3% |
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