+234.8%
RCL vs ALL
+118.4%
+116.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -1.5% | -17.5% | -18.6% |
| 3M | -9.6% | +23.6% | -33.2% | -18.7% |
| 6M | -6.7% | +22.3% | -29.0% | -16.1% |
| YTD | -3.9% | +26.5% | -30.4% | -15.3% |
| 1Y | -25.1% | +27.0% | -52.1% | -34.2% |
| 3Y | +179.1% | +149.6% | +29.5% | +64.4% |
| All | +234.8% | +118.4% | +116.4% | +107.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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