+379.0%
RCL vs A
+328.7%
+50.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.1% |
| 7D | +5.0% | +4.8% | +0.2% | +2.0% |
| 30D | +19.4% | +5.6% | +13.7% | +15.2% |
| 3M | +5.9% | +23.6% | -17.7% | -8.3% |
| 6M | +23.8% | +56.4% | -32.6% | -9.0% |
| YTD | +22.8% | +33.4% | -10.6% | -0.3% |
| 1Y | +34.3% | +23.7% | +10.6% | +14.5% |
| 3Y | +276.4% | +71.0% | +205.4% | +142.2% |
| 5Y | +281.6% | +16.8% | +264.7% | +215.9% |
| 10Y | +379.0% | +323.8% | +55.2% | +76.5% |
| All | +379.0% | +328.7% | +50.3% | +76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling