+23,276.5%
COST vs RCL
+5,601.3%
+17,675.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | -1.2% | +6.2% | +5.2% |
| 30D | +12.8% | +17.8% | -5.0% | +9.8% |
| 3M | +15.2% | +4.9% | +10.2% | +13.9% |
| 6M | +7.4% | +23.7% | -16.3% | +3.0% |
| YTD | +29.0% | +17.8% | +11.2% | +23.3% |
| 1Y | +20.3% | +28.9% | -8.6% | +13.1% |
| 3Y | +99.0% | +241.9% | -142.9% | +55.8% |
| 5Y | +125.7% | +295.4% | -169.7% | +65.1% |
| 10Y | +775.3% | +344.1% | +431.2% | +436.7% |
| All | +23,276.5% | +5,601.3% | +17,675.2% | +6,749.2% |
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