+46.0%
ON vs RCL
-24.5%
+70.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -1.9% | -2.2% | +0.3% | -1.3% |
| 30D | -11.0% | -15.7% | +4.6% | -7.0% |
| 3M | -39.3% | -8.0% | -31.4% | -38.1% |
| 6M | +19.8% | -10.1% | +30.0% | +21.5% |
| YTD | +31.1% | -5.9% | +37.0% | +30.8% |
| 1Y | +46.0% | -23.5% | +69.5% | +51.4% |
| All | +46.0% | -24.5% | +70.5% | +51.4% |
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