+350.2%
RCL vs A
+237.5%
+112.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +1.4% |
| 7D | -0.5% | -2.1% | +1.6% | +0.8% |
| 30D | -17.3% | +0.6% | -17.9% | -18.0% |
| 3M | -2.8% | +10.9% | -13.6% | -9.5% |
| 6M | -4.4% | +28.2% | -32.5% | -19.7% |
| YTD | -4.2% | +8.6% | -12.7% | -10.8% |
| 1Y | -23.4% | +15.5% | -38.9% | -32.1% |
| 3Y | +179.4% | +31.8% | +147.6% | +114.2% |
| 5Y | +238.8% | -14.9% | +253.6% | +248.0% |
| 10Y | +350.2% | +237.8% | +112.4% | +93.7% |
| All | +350.2% | +237.5% | +112.7% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling