-17.2%
F vs RCL
+292.5%
-309.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.7% |
| 30D | 0.0% | +17.8% | -17.8% | -5.9% |
| 3M | -13.2% | +4.9% | -18.2% | -15.2% |
| 6M | -10.2% | +23.7% | -33.9% | -17.9% |
| YTD | -4.9% | +17.8% | -22.8% | -13.4% |
| 1Y | -6.1% | +28.9% | -35.0% | -17.6% |
| 3Y | +46.0% | +241.9% | -195.9% | -18.7% |
| All | -17.2% | +292.5% | -309.7% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling