+62.9%
ON vs RCL
+249.6%
-186.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.4% | -5.1% | +7.5% | +4.9% |
| 30D | -3.3% | -19.0% | +15.7% | +6.6% |
| 3M | -43.6% | -9.6% | -34.0% | -41.2% |
| 6M | +19.0% | -6.7% | +25.6% | +21.0% |
| YTD | +37.4% | -3.9% | +41.3% | +34.4% |
| 1Y | +54.8% | -25.1% | +79.9% | +70.1% |
| 3Y | -25.2% | +179.1% | -204.3% | -58.7% |
| All | +62.9% | +249.6% | -186.7% | -20.8% |
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