+330.2%
RCL vs ACWI
+225.4%
+104.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.4% | -2.9% |
| 7D | -0.2% | +2.7% | -2.9% | -4.9% |
| 30D | +14.4% | -2.6% | +17.0% | +19.8% |
| 3M | +5.2% | -3.2% | +8.3% | +11.1% |
| 6M | +26.1% | +1.9% | +24.3% | +21.7% |
| YTD | +17.4% | +11.3% | +6.0% | -2.8% |
| 1Y | +24.7% | +11.7% | +13.0% | +2.7% |
| 3Y | +250.9% | +74.4% | +176.5% | +30.7% |
| 5Y | +293.8% | +59.5% | +234.4% | +82.4% |
| All | +330.2% | +225.4% | +104.8% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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