+52.4%
GEV vs RCL
+27.6%
+24.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.4% | -15.7% | -10.5% |
| 7D | -5.1% | +11.7% | -16.8% | -7.4% |
| 30D | -15.8% | +21.1% | -37.0% | -19.2% |
| 3M | -18.2% | +2.9% | -21.1% | -19.2% |
| 6M | -22.4% | +29.8% | -52.2% | -26.9% |
| YTD | +27.7% | +21.4% | +6.3% | +20.3% |
| 1Y | +52.4% | +32.0% | +20.3% | +37.1% |
| All | +52.4% | +27.6% | +24.8% | +37.1% |
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 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