+143.4%
RCL vs ALC
+24.0%
+119.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.3% |
| 7D | -5.1% | -2.1% | -3.0% | -3.8% |
| 30D | -19.0% | -0.1% | -18.9% | -19.2% |
| 3M | -9.6% | +5.9% | -15.5% | -13.4% |
| 6M | -6.7% | -15.9% | +9.2% | +3.6% |
| YTD | -3.9% | -10.1% | +6.2% | +1.3% |
| 1Y | -25.1% | -10.2% | -14.9% | -21.3% |
| 3Y | +179.1% | -13.6% | +192.7% | +188.2% |
| 5Y | +243.3% | -15.1% | +258.4% | +253.4% |
| All | +143.4% | +24.0% | +119.3% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling