+202.0%
RCL vs ALC
+31.8%
+170.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.8% |
| 7D | +6.5% | +4.9% | +1.6% | +3.2% |
| 30D | +15.9% | +19.0% | -3.1% | +3.1% |
| 3M | +2.7% | +7.8% | -5.1% | -3.1% |
| 6M | +15.2% | +14.6% | +0.7% | +3.9% |
| YTD | +19.2% | -4.4% | +23.7% | +20.1% |
| 1Y | +31.6% | +1.4% | +30.2% | +26.8% |
| 3Y | +274.2% | +2.5% | +271.7% | +237.9% |
| 5Y | +250.1% | -10.9% | +261.0% | +249.4% |
| All | +202.0% | +31.8% | +170.2% | +114.0% |
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 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