+535.7%
ON vs RCL
+381.8%
+153.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.3% |
| 7D | -4.1% | +8.5% | -12.6% | -7.5% |
| 30D | -10.2% | +20.4% | -30.6% | -17.4% |
| 3M | -12.7% | +11.0% | -23.7% | -17.2% |
| 6M | -32.5% | +24.9% | -57.4% | -39.5% |
| YTD | +28.6% | +23.9% | +4.7% | +12.3% |
| 1Y | +43.4% | +30.8% | +12.6% | +21.7% |
| 3Y | +3.3% | +270.4% | -267.1% | -46.3% |
| 5Y | +22.5% | +296.1% | -273.6% | -42.2% |
| 10Y | +535.7% | +375.0% | +160.7% | +136.3% |
| All | +535.7% | +381.8% | +153.9% | +136.3% |
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