-11.4%
F vs RCL
+256.9%
-268.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | +1.4% | +3.9% | -2.6% | -0.1% |
| 30D | +2.0% | +11.8% | -9.7% | -2.1% |
| 3M | -10.4% | -0.8% | -9.5% | -10.5% |
| 6M | +9.7% | +23.6% | -13.9% | +0.3% |
| YTD | -1.2% | +17.6% | -18.8% | -9.8% |
| 1Y | 0.0% | +28.3% | -28.2% | -12.1% |
| 3Y | +41.1% | +261.4% | -220.4% | -22.9% |
| 5Y | -11.4% | +245.3% | -256.8% | -55.8% |
| All | -11.4% | +256.9% | -268.3% | -55.8% |
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