+79.8%
F vs RCL
+382.5%
-302.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +1.6% | +6.5% | -5.0% | -0.7% |
| 30D | +2.6% | +15.9% | -13.2% | -2.6% |
| 3M | -8.8% | +2.7% | -11.5% | -10.1% |
| 6M | +4.6% | +15.2% | -10.6% | -1.4% |
| YTD | -1.9% | +19.2% | -21.1% | -10.2% |
| 1Y | -0.8% | +31.6% | -32.4% | -12.6% |
| 3Y | +43.5% | +274.2% | -230.7% | -16.0% |
| 5Y | -12.1% | +250.1% | -262.1% | -50.6% |
| All | +79.8% | +382.5% | -302.6% | -18.2% |
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 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