+234.8%
RCL vs ADM
+62.5%
+172.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.1% | +3.8% | -8.9% | -5.9% |
| 30D | -19.0% | +9.8% | -28.8% | -20.8% |
| 3M | -9.6% | +2.1% | -11.7% | -10.3% |
| 6M | -6.7% | +27.5% | -34.2% | -13.1% |
| YTD | -3.9% | +50.2% | -54.1% | -14.9% |
| 1Y | -25.1% | +40.6% | -65.7% | -32.5% |
| 3Y | +179.1% | +17.2% | +161.9% | +165.5% |
| All | +234.8% | +62.5% | +172.3% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling