+342.6%
RCL vs ABCL
-80.5%
+423.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.4% | +0.5% |
| 7D | +6.5% | -3.2% | +9.7% | +6.7% |
| 30D | +15.9% | -7.4% | +23.3% | +16.5% |
| 3M | +2.7% | +81.9% | -79.3% | -7.5% |
| 6M | +15.2% | +135.7% | -120.5% | -1.7% |
| YTD | +19.2% | +247.4% | -228.1% | -4.8% |
| 1Y | +31.6% | +162.3% | -130.6% | +8.9% |
| 3Y | +274.2% | +165.5% | +108.7% | +189.7% |
| 5Y | +250.1% | -21.3% | +271.3% | +202.8% |
| All | +342.6% | -80.5% | +423.1% | +296.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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