+209.9%
ON vs RCL
+1,726.7%
-1,516.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +2.4% | -5.1% | +7.5% | +4.6% |
| 30D | -3.3% | -19.0% | +15.7% | +5.5% |
| 3M | -43.6% | -9.6% | -34.0% | -41.4% |
| 6M | +19.0% | -6.7% | +25.6% | +21.0% |
| YTD | +37.4% | -3.9% | +41.3% | +35.3% |
| 1Y | +54.8% | -25.1% | +79.9% | +67.9% |
| 3Y | -25.2% | +179.1% | -204.3% | -54.2% |
| 5Y | +62.7% | +243.3% | -180.6% | -13.8% |
| 10Y | +574.3% | +325.8% | +248.6% | +166.5% |
| All | +209.9% | +1,726.7% | -1,516.8% | -52.1% |
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