+606.1%
COST vs RCL
+346.0%
+260.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | +0.2% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | -4.7% | -15.5% | +10.8% | -3.5% |
| 3M | -7.1% | -9.7% | +2.5% | -6.5% |
| 6M | -8.5% | -8.7% | +0.2% | -8.3% |
| YTD | +5.4% | -5.8% | +11.1% | +5.1% |
| 1Y | -5.6% | -24.5% | +18.8% | -4.3% |
| 3Y | +68.5% | +173.9% | -105.4% | +52.8% |
| 5Y | +105.2% | +228.0% | -122.7% | +79.5% |
| All | +606.1% | +346.0% | +260.1% | +530.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling