+5,892.0%
FIX vs RCL
+326.6%
+5,565.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -5.1% | +11.1% | +7.6% |
| 30D | -7.2% | -19.0% | +11.8% | -1.5% |
| 3M | -15.9% | -9.6% | -6.3% | -13.7% |
| 6M | +12.7% | -6.7% | +19.4% | +14.3% |
| YTD | +72.8% | -3.9% | +76.7% | +71.8% |
| 1Y | +122.9% | -25.1% | +148.0% | +136.4% |
| 3Y | +774.3% | +179.1% | +595.2% | +541.2% |
| 5Y | +2,049.5% | +243.3% | +1,806.2% | +1,306.0% |
| All | +5,892.0% | +326.6% | +5,565.4% | +3,302.5% |
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