-38.5%
FIX vs RCL
+1.7%
-40.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.4% | -21.5% | -15.6% |
| 7D | -18.9% | +11.7% | -30.6% | -21.3% |
| 30D | -36.3% | +21.1% | -57.4% | -40.0% |
| 3M | -38.5% | +2.9% | -41.4% | -44.1% |
| All | -38.5% | +1.7% | -40.2% | -44.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling