+19,222.9%
COST vs RCL
+4,549.4%
+14,673.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.1% | -5.1% | +1.9% | -2.3% |
| 30D | -2.8% | -19.0% | +16.2% | +0.5% |
| 3M | -5.7% | -9.6% | +3.9% | -4.5% |
| 6M | -8.8% | -6.7% | -2.1% | -8.6% |
| YTD | +6.7% | -3.9% | +10.6% | +5.6% |
| 1Y | -3.6% | -25.1% | +21.4% | -1.0% |
| 3Y | +75.1% | +179.1% | -104.0% | +41.7% |
| 5Y | +108.9% | +243.3% | -134.4% | +56.3% |
| 10Y | +586.2% | +325.8% | +260.4% | +320.4% |
| All | +19,222.9% | +4,549.4% | +14,673.5% | +5,766.5% |
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