+386.6%
F vs RCL
+4,549.4%
-4,162.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | -5.1% | +10.4% | +7.2% |
| 30D | +4.6% | -19.0% | +23.6% | +12.3% |
| 3M | -3.7% | -9.6% | +5.9% | -0.8% |
| 6M | +16.8% | -6.7% | +23.5% | +18.3% |
| YTD | +15.3% | -3.9% | +19.2% | +14.3% |
| 1Y | +31.0% | -25.1% | +56.1% | +40.4% |
| 3Y | +45.4% | +179.1% | -133.7% | -4.1% |
| 5Y | +54.7% | +243.3% | -188.6% | -10.2% |
| 10Y | +98.2% | +325.8% | -227.5% | -12.3% |
| All | +386.6% | +4,549.4% | -4,162.7% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling