+292.2%
RCL vs ADM
+26.4%
+265.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.1% |
| 7D | -1.2% | +4.2% | -5.4% | -2.0% |
| 30D | +17.8% | -12.8% | +30.7% | +21.0% |
| 3M | +4.9% | -8.5% | +13.4% | +6.4% |
| 6M | +23.7% | -10.9% | +34.6% | +25.8% |
| YTD | +17.8% | +29.4% | -11.6% | +7.3% |
| 1Y | +28.9% | +27.5% | +1.4% | +17.9% |
| 3Y | +241.9% | +10.3% | +231.5% | +220.1% |
| All | +292.2% | +26.4% | +265.8% | +237.8% |
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