+39.4%
GM vs RCL
+27.6%
+11.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +2.9% |
| 7D | +12.1% | +11.7% | +0.4% | +8.9% |
| 30D | +15.2% | +21.1% | -5.9% | +9.6% |
| 3M | +4.9% | +2.9% | +2.0% | +4.2% |
| 6M | +22.6% | +29.8% | -7.2% | +14.4% |
| YTD | +14.4% | +21.4% | -7.0% | +7.1% |
| 1Y | +39.4% | +32.0% | +7.4% | +26.3% |
| All | +39.4% | +27.6% | +11.8% | +26.3% |
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