+3,800.0%
FIX vs RCL
+396.5%
+3,403.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.0% | +6.4% | +8.5% |
| 7D | -7.2% | +5.0% | -12.2% | -8.8% |
| 30D | -35.1% | +19.4% | -54.5% | -38.6% |
| 3M | -34.3% | +5.9% | -40.2% | -35.7% |
| 6M | -42.9% | +23.8% | -66.7% | -46.9% |
| YTD | +19.5% | +22.8% | -3.4% | +10.1% |
| 1Y | +16.8% | +34.3% | -17.5% | +4.6% |
| 3Y | +506.7% | +276.4% | +230.3% | +306.9% |
| 5Y | +1,046.7% | +281.6% | +765.1% | +621.4% |
| 10Y | +3,800.0% | +379.0% | +3,421.0% | +1,809.4% |
| All | +3,800.0% | +396.5% | +3,403.4% | +1,809.4% |
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