+2,105.4%
FIX vs RCL
+249.6%
+1,855.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | -5.1% | +11.1% | +7.8% |
| 30D | -7.2% | -19.0% | +11.8% | -0.8% |
| 3M | -15.9% | -9.6% | -6.3% | -13.5% |
| 6M | +12.7% | -6.7% | +19.4% | +14.4% |
| YTD | +72.8% | -3.9% | +76.7% | +71.4% |
| 1Y | +122.9% | -25.1% | +148.0% | +138.2% |
| 3Y | +774.3% | +179.1% | +595.2% | +534.7% |
| All | +2,105.4% | +249.6% | +1,855.8% | +1,375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling