+163.8%
ON vs RCL
+2,166.9%
-2,003.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -11.7% | +6.5% | -18.2% | -14.1% |
| 30D | -23.3% | +15.9% | -39.2% | -28.0% |
| 3M | -19.2% | +2.7% | -21.8% | -20.6% |
| 6M | -40.1% | +15.2% | -55.4% | -44.2% |
| YTD | +16.9% | +19.2% | -2.3% | +4.6% |
| 1Y | +29.7% | +31.6% | -1.9% | +10.9% |
| 3Y | -4.4% | +274.2% | -278.6% | -48.3% |
| 5Y | +7.1% | +250.1% | -243.0% | -44.0% |
| 10Y | +447.2% | +388.4% | +58.8% | +103.8% |
| All | +163.8% | +2,166.9% | -2,003.2% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling