+1,381.0%
NET vs RCL
+209.3%
+1,171.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.4% | -9.0% | -3.9% |
| 7D | -16.4% | +11.7% | -28.0% | -18.4% |
| 30D | -25.8% | +21.1% | -47.0% | -29.0% |
| 3M | -11.5% | +2.9% | -14.4% | -12.5% |
| 6M | +18.9% | +29.8% | -10.9% | +11.6% |
| YTD | +35.2% | +21.4% | +13.8% | +27.0% |
| 1Y | +14.5% | +32.0% | -17.6% | +5.2% |
| 3Y | +313.8% | +273.1% | +40.7% | +209.8% |
| 5Y | +32.6% | +288.4% | -255.8% | -9.4% |
| All | +1,381.0% | +209.3% | +1,171.7% | +982.3% |
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 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