+52.3%
GM vs RCL
-23.9%
+76.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | +1.7% | -5.1% | +6.8% | +3.2% |
| 30D | -1.6% | -19.0% | +17.4% | +4.4% |
| 3M | +5.7% | -9.6% | +15.3% | +8.4% |
| 6M | +12.2% | -6.7% | +18.9% | +13.2% |
| YTD | +8.4% | -3.9% | +12.3% | +7.3% |
| 1Y | +52.3% | -25.1% | +77.4% | +54.6% |
| All | +52.3% | -23.9% | +76.2% | +54.6% |
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 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