+112.5%
NET vs RCL
+249.6%
-137.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -7.0% | -5.1% | -1.9% | -4.5% |
| 30D | -4.8% | -19.0% | +14.2% | +5.9% |
| 3M | +3.8% | -9.6% | +13.4% | +8.1% |
| 6M | +50.0% | -6.7% | +56.7% | +51.6% |
| YTD | +41.5% | -3.9% | +45.4% | +36.2% |
| 1Y | +32.8% | -25.1% | +57.9% | +45.8% |
| 3Y | +335.9% | +179.1% | +156.8% | +104.3% |
| All | +112.5% | +249.6% | -137.1% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling