+69.4%
F vs RCL
+374.5%
-305.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +1.0% | +8.5% | -7.6% | -1.9% |
| 30D | +2.1% | +20.4% | -18.3% | -4.3% |
| 3M | -10.3% | +11.0% | -21.3% | -13.9% |
| 6M | +3.3% | +24.9% | -21.6% | -5.3% |
| YTD | -2.0% | +23.9% | -25.8% | -11.5% |
| 1Y | -2.3% | +30.8% | -33.1% | -13.7% |
| 3Y | +49.9% | +270.4% | -220.5% | -11.8% |
| 5Y | -12.5% | +296.1% | -308.6% | -52.8% |
| All | +69.4% | +374.5% | -305.1% | -23.0% |
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