+620.7%
GEV vs RCL
+99.5%
+521.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.3% | -5.1% | +8.4% | +5.7% |
| 30D | -7.5% | -19.0% | +11.5% | +1.4% |
| 3M | -2.2% | -9.6% | +7.4% | +1.3% |
| 6M | +12.1% | -6.7% | +18.8% | +13.1% |
| YTD | +44.4% | -3.9% | +48.3% | +39.1% |
| 1Y | +57.7% | -25.1% | +82.7% | +75.1% |
| All | +620.7% | +99.5% | +521.2% | +325.0% |
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