+55.2%
HYG vs RCL
+346.0%
-290.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -0.7% | -1.9% | +1.2% | -0.6% |
| 30D | -0.7% | -15.5% | +14.8% | +0.5% |
| 3M | -0.2% | -9.7% | +9.5% | +0.5% |
| 6M | +1.4% | -8.7% | +10.2% | +1.8% |
| YTD | +1.5% | -5.8% | +7.2% | +1.2% |
| 1Y | +2.9% | -24.5% | +27.3% | +4.3% |
| 3Y | +25.6% | +173.9% | -148.3% | +13.6% |
| 5Y | +18.6% | +228.0% | -209.4% | +3.1% |
| All | +55.2% | +346.0% | -290.8% | +28.4% |
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