+32.8%
NET vs RCL
-23.9%
+56.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | -5.1% | -1.9% | -6.2% |
| 30D | -4.8% | -19.0% | +14.2% | -1.7% |
| 3M | +3.8% | -9.6% | +13.4% | +5.2% |
| 6M | +50.0% | -6.7% | +56.7% | +50.6% |
| YTD | +41.5% | -3.9% | +45.4% | +40.6% |
| 1Y | +32.8% | -25.1% | +57.9% | +44.0% |
| All | +32.8% | -23.9% | +56.7% | +44.0% |
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