+245.3%
RCL vs ABCL
-30.0%
+275.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.2% | -1.6% |
| 7D | +3.9% | -14.9% | +18.8% | +6.4% |
| 30D | +11.8% | -15.4% | +27.1% | +14.2% |
| 3M | -0.8% | +88.0% | -88.9% | -13.9% |
| 6M | +23.6% | +138.8% | -115.2% | +0.3% |
| YTD | +17.6% | +225.4% | -207.8% | -11.3% |
| 1Y | +28.3% | +137.3% | -109.0% | +2.2% |
| 3Y | +261.4% | +136.8% | +124.6% | +164.2% |
| 5Y | +245.3% | -26.2% | +271.6% | +216.0% |
| All | +245.3% | -30.0% | +275.4% | +216.0% |
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