-3.5%
F vs RCL
+29.3%
-32.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | -2.1% | +0.6% | -2.8% | -2.3% |
| 30D | +3.3% | +19.4% | -16.1% | -1.5% |
| 3M | -11.3% | +9.8% | -21.1% | -13.5% |
| 6M | +5.3% | +28.6% | -23.3% | -2.0% |
| YTD | -2.2% | +22.2% | -24.4% | -9.8% |
| 1Y | -3.5% | +29.7% | -33.3% | -13.1% |
| All | -3.5% | +29.3% | -32.8% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling