+12,471.5%
FIX vs RCL
+2,201.2%
+10,270.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | -5.1% | +11.1% | +7.5% |
| 30D | -7.2% | -19.0% | +11.8% | -2.0% |
| 3M | -15.9% | -9.6% | -6.3% | -13.9% |
| 6M | +12.7% | -6.7% | +19.4% | +14.2% |
| YTD | +72.8% | -3.9% | +76.7% | +72.1% |
| 1Y | +122.9% | -25.1% | +148.0% | +135.2% |
| 3Y | +774.3% | +179.1% | +595.2% | +555.0% |
| 5Y | +2,049.5% | +243.3% | +1,806.2% | +1,338.6% |
| 10Y | +5,821.5% | +325.8% | +5,495.7% | +3,133.7% |
| All | +12,471.5% | +2,201.2% | +10,270.3% | +4,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling