+175.6%
RCL vs ADM
+17.6%
+158.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -5.1% | +3.8% | -8.9% | -5.3% |
| 30D | -19.0% | +9.8% | -28.8% | -19.4% |
| 3M | -9.6% | +2.1% | -11.7% | -9.6% |
| 6M | -6.7% | +27.5% | -34.2% | -9.1% |
| YTD | -3.9% | +50.2% | -54.1% | -8.7% |
| 1Y | -25.1% | +40.6% | -65.7% | -28.2% |
| All | +175.6% | +17.6% | +158.0% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 3y: compounded portfolio wealth divided by compounded ADM 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…
3y analysis · Full analysis span regression · 6 months rolling