+292.2%
RCL vs ALC
-9.1%
+301.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -1.4% |
| 7D | -1.2% | -1.1% | -0.1% | -0.6% |
| 30D | +17.8% | +16.0% | +1.8% | +8.4% |
| 3M | +4.9% | +0.8% | +4.1% | +4.1% |
| 6M | +23.7% | +16.8% | +6.9% | +12.2% |
| YTD | +17.8% | -5.5% | +23.3% | +19.8% |
| 1Y | +28.9% | -5.3% | +34.2% | +30.8% |
| 3Y | +241.9% | +4.1% | +237.8% | +207.9% |
| All | +292.2% | -9.1% | +301.3% | +280.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling