+591.8%
ON vs RCL
+341.7%
+250.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | -1.9% | -2.2% | +0.3% | -0.9% |
| 30D | -11.0% | -15.7% | +4.6% | -4.2% |
| 3M | -39.3% | -8.0% | -31.4% | -37.4% |
| 6M | +19.8% | -10.1% | +30.0% | +23.9% |
| YTD | +31.1% | -5.9% | +37.0% | +30.0% |
| 1Y | +46.0% | -23.5% | +69.5% | +57.5% |
| 3Y | -27.5% | +174.4% | -201.9% | -56.8% |
| 5Y | +56.9% | +227.1% | -170.2% | -18.5% |
| 10Y | +591.8% | +342.5% | +249.3% | +215.3% |
| All | +591.8% | +341.7% | +250.1% | +215.3% |
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