+211.1%
RCL vs ALC
+32.2%
+178.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.8% |
| 7D | +5.0% | +2.1% | +2.9% | +3.6% |
| 30D | +19.4% | +17.2% | +2.2% | +7.3% |
| 3M | +5.9% | +4.6% | +1.3% | +2.1% |
| 6M | +23.8% | +20.1% | +3.7% | +8.0% |
| YTD | +22.8% | -4.2% | +27.0% | +23.5% |
| 1Y | +34.3% | +2.1% | +32.2% | +28.8% |
| 3Y | +276.4% | +4.5% | +272.0% | +234.8% |
| 5Y | +281.6% | -12.3% | +293.9% | +286.5% |
| All | +211.1% | +32.2% | +178.9% | +120.0% |
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