+7.8%
ON vs RCL
+247.7%
-239.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.2% |
| 7D | -11.7% | +6.5% | -18.2% | -14.4% |
| 30D | -23.3% | +15.9% | -39.2% | -28.5% |
| 3M | -19.2% | +2.7% | -21.8% | -20.7% |
| 6M | -40.1% | +15.2% | -55.4% | -44.7% |
| YTD | +16.9% | +19.2% | -2.3% | +2.6% |
| 1Y | +29.7% | +31.6% | -1.9% | +7.8% |
| 3Y | -4.4% | +274.2% | -278.6% | -54.3% |
| All | +7.8% | +247.7% | -239.8% | -52.0% |
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