+72.2%
F vs RCL
+381.8%
-309.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -0.2% | +8.5% | -8.8% | -3.1% |
| 30D | +0.9% | +20.4% | -19.5% | -5.5% |
| 3M | -11.3% | +11.0% | -22.3% | -14.9% |
| 6M | +2.0% | +24.9% | -22.8% | -6.4% |
| YTD | -3.2% | +23.9% | -27.0% | -12.6% |
| 1Y | -3.5% | +30.8% | -34.3% | -14.7% |
| 3Y | +48.1% | +270.4% | -222.3% | -12.9% |
| 5Y | -13.5% | +296.1% | -309.6% | -53.4% |
| 10Y | +72.2% | +375.0% | -302.9% | -22.2% |
| All | +72.2% | +381.8% | -309.6% | -22.2% |
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