+81.0%
F vs RCL
+396.5%
-315.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.4% |
| 7D | -0.6% | +5.0% | -5.6% | -2.3% |
| 30D | +2.9% | +19.4% | -16.5% | -3.3% |
| 3M | -9.5% | +5.9% | -15.4% | -11.8% |
| 6M | +4.0% | +23.8% | -19.8% | -4.3% |
| YTD | -1.3% | +22.8% | -24.1% | -10.6% |
| 1Y | -1.9% | +34.3% | -36.2% | -14.2% |
| 3Y | +53.5% | +276.4% | -223.0% | -10.3% |
| 5Y | -15.1% | +281.6% | -296.7% | -53.7% |
| 10Y | +81.0% | +379.0% | -298.0% | -18.9% |
| All | +81.0% | +396.5% | -315.6% | -18.9% |
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