+231.1%
GM vs RCL
+346.0%
-114.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -1.8% |
| 30D | -1.1% | -15.5% | +14.4% | +5.0% |
| 3M | +6.1% | -9.7% | +15.8% | +9.7% |
| 6M | +15.0% | -8.7% | +23.7% | +17.6% |
| YTD | +6.0% | -5.8% | +11.7% | +5.6% |
| 1Y | +47.1% | -24.5% | +71.5% | +57.8% |
| 3Y | +170.5% | +173.9% | -3.4% | +72.8% |
| 5Y | +80.5% | +228.0% | -147.5% | +0.8% |
| All | +231.1% | +346.0% | -114.9% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling