+354.1%
C vs RCL
+5,591.8%
-5,237.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -3.7% |
| 7D | -5.3% | +3.9% | -9.2% | -6.9% |
| 30D | -7.3% | +11.8% | -19.1% | -11.8% |
| 3M | -13.5% | -0.8% | -12.6% | -13.8% |
| 6M | -6.5% | +23.6% | -30.1% | -16.2% |
| YTD | +3.6% | +17.6% | -14.0% | -7.1% |
| 1Y | +18.9% | +28.3% | -9.4% | +2.3% |
| 3Y | +205.0% | +261.4% | -56.5% | +61.5% |
| 5Y | +109.4% | +245.3% | -136.0% | +0.3% |
| 10Y | +232.9% | +381.8% | -148.9% | +5.8% |
| All | +354.1% | +5,591.8% | -5,237.7% | -53.3% |
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