+292.2%
RCL vs ABCL
-26.2%
+318.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -1.2% | -3.3% | +2.1% | -0.6% |
| 30D | +17.8% | -7.1% | +25.0% | +18.6% |
| 3M | +4.9% | +4.7% | +0.2% | +2.7% |
| 6M | +23.7% | +140.9% | -117.2% | +0.3% |
| YTD | +17.8% | +236.0% | -218.1% | -11.8% |
| 1Y | +28.9% | +217.4% | -188.5% | -2.6% |
| 3Y | +241.9% | +188.7% | +53.2% | +137.6% |
| All | +292.2% | -26.2% | +318.4% | +270.0% |
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