+518.8%
GEV vs RCL
+153.6%
+365.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.0% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -18.9% | +19.4% | -38.3% | -25.2% |
| 3M | -20.1% | +9.8% | -29.9% | -23.7% |
| 6M | -24.6% | +28.6% | -53.2% | -33.8% |
| YTD | +24.0% | +22.2% | +1.8% | +6.9% |
| 1Y | +40.6% | +29.7% | +10.9% | +16.0% |
| All | +518.8% | +153.6% | +365.1% | +226.6% |
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 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