+209.4%
RCL vs ALC
+27.5%
+181.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | +0.1% |
| 7D | +0.6% | -6.3% | +6.9% | +5.0% |
| 30D | +19.4% | +12.6% | +6.8% | +10.2% |
| 3M | +9.8% | -3.8% | +13.6% | +12.1% |
| 6M | +28.6% | +16.8% | +11.8% | +14.2% |
| YTD | +22.2% | -7.6% | +29.8% | +25.8% |
| 1Y | +29.7% | -5.9% | +35.6% | +31.7% |
| 3Y | +265.3% | +0.6% | +264.7% | +233.1% |
| 5Y | +301.8% | -9.5% | +311.2% | +293.9% |
| All | +209.4% | +27.5% | +181.9% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling