+6.5%
FIX vs RCL
+30.9%
-24.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.1% |
| 7D | -17.5% | +6.5% | -24.0% | -19.1% |
| 30D | -41.6% | +15.9% | -57.5% | -44.2% |
| 3M | -40.6% | +2.7% | -43.3% | -41.3% |
| 6M | -49.4% | +15.2% | -64.6% | -51.8% |
| YTD | +9.2% | +19.2% | -10.1% | +1.9% |
| 1Y | +6.5% | +31.6% | -25.2% | -3.7% |
| All | +6.5% | +30.9% | -24.4% | -3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling