+1,376.9%
RCL vs AGG
+95.5%
+1,281.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | -1.5% | +0.3% | -0.7% |
| 30D | +17.8% | +0.6% | +17.2% | +17.6% |
| 3M | +4.9% | -1.6% | +6.6% | +5.6% |
| 6M | +23.7% | -1.6% | +25.3% | +24.5% |
| YTD | +17.8% | -1.5% | +19.3% | +18.7% |
| 1Y | +28.9% | -1.1% | +30.0% | +29.7% |
| 3Y | +241.9% | +13.6% | +228.3% | +232.5% |
| 5Y | +295.4% | -1.7% | +297.1% | +289.4% |
| 10Y | +344.1% | +16.1% | +328.0% | +363.7% |
| All | +1,376.9% | +95.5% | +1,281.4% | +1,468.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling