+261.1%
RCL vs ABCL
-21.8%
+282.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.7% | -5.4% | +0.3% |
| 7D | +6.5% | -3.2% | +9.7% | +6.7% |
| 30D | +15.9% | -7.4% | +23.3% | +16.7% |
| 3M | +2.7% | +81.9% | -79.3% | -10.1% |
| 6M | +15.2% | +135.7% | -120.5% | -6.1% |
| YTD | +19.2% | +247.4% | -228.1% | -11.1% |
| 1Y | +31.6% | +162.3% | -130.6% | +3.0% |
| 3Y | +274.2% | +165.5% | +108.7% | +167.0% |
| All | +261.1% | -21.8% | +282.9% | +228.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling