+230.7%
GM vs RCL
+640.1%
-409.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.7% |
| 7D | -1.1% | -2.2% | +1.1% | -0.3% |
| 30D | -4.6% | -15.7% | +11.1% | +1.4% |
| 3M | +0.2% | -8.0% | +8.2% | +2.9% |
| 6M | +12.6% | -10.1% | +22.8% | +15.8% |
| YTD | +3.7% | -5.9% | +9.6% | +3.4% |
| 1Y | +45.6% | -23.5% | +69.1% | +55.6% |
| 3Y | +162.0% | +174.4% | -12.4% | +66.9% |
| 5Y | +80.5% | +227.1% | -146.7% | +0.7% |
| 10Y | +231.3% | +342.5% | -111.2% | +33.3% |
| All | +230.7% | +640.1% | -409.4% | -17.3% |
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 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