-23.4%
RCL vs A
+16.1%
-39.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.7% |
| 7D | -0.5% | -2.1% | +1.6% | +0.3% |
| 30D | -17.3% | +0.6% | -17.9% | -17.7% |
| 3M | -2.8% | +10.9% | -13.6% | -7.1% |
| 6M | -4.4% | +28.2% | -32.5% | -13.7% |
| YTD | -4.2% | +8.6% | -12.7% | -9.0% |
| 1Y | -23.4% | +15.5% | -38.9% | -25.4% |
| All | -23.4% | +16.1% | -39.5% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling