-6.7%
RCL vs ACI
-26.5%
+19.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -5.1% | +0.2% | -5.2% | -5.1% |
| 30D | -19.0% | +5.9% | -24.9% | -18.7% |
| 3M | -9.6% | -19.8% | +10.2% | -12.9% |
| 6M | -6.7% | -24.7% | +18.0% | -12.7% |
| All | -6.7% | -26.5% | +19.8% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 6mo: compounded portfolio wealth divided by compounded ACI 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…
6mo analysis · Full analysis span regression · 6 months rolling