+227.5%
RCL vs AGG
-1.9%
+229.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.6% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | -15.7% | -0.2% | -15.4% | -15.5% |
| 3M | -8.0% | -0.7% | -7.3% | -7.4% |
| 6M | -10.1% | -1.8% | -8.4% | -8.9% |
| YTD | -5.9% | -0.6% | -5.3% | -5.1% |
| 1Y | -23.5% | +0.4% | -23.9% | -23.2% |
| 3Y | +174.4% | +13.2% | +161.2% | +157.6% |
| All | +227.5% | -1.9% | +229.4% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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