+175.6%
RCL vs AA
+67.9%
+107.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -19.0% | +5.0% | -24.0% | -20.2% |
| 3M | -9.6% | -35.8% | +26.3% | -0.3% |
| 6M | -6.7% | -18.4% | +11.7% | -4.3% |
| YTD | -3.9% | -5.5% | +1.6% | -6.0% |
| 1Y | -25.1% | +61.0% | -86.0% | -37.6% |
| All | +175.6% | +67.9% | +107.6% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling