+234.8%
RCL vs AA
+10.5%
+224.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -5.1% | -0.7% | -4.4% | -4.9% |
| 30D | -19.0% | +5.0% | -24.0% | -20.6% |
| 3M | -9.6% | -35.8% | +26.3% | +2.6% |
| 6M | -6.7% | -18.4% | +11.7% | -3.6% |
| YTD | -3.9% | -5.5% | +1.6% | -6.5% |
| 1Y | -25.1% | +61.0% | -86.0% | -40.3% |
| 3Y | +179.1% | +66.2% | +112.9% | +103.0% |
| All | +234.8% | +10.5% | +224.3% | +164.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling