+234.8%
RCL vs ALLE
+13.7%
+221.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.8% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -19.0% | -6.8% | -12.2% | -15.3% |
| 3M | -9.6% | +21.0% | -30.6% | -20.4% |
| 6M | -6.7% | +1.1% | -7.8% | -8.1% |
| YTD | -3.9% | -0.5% | -3.4% | -5.3% |
| 1Y | -25.1% | -7.3% | -17.8% | -22.6% |
| 3Y | +179.1% | +42.3% | +136.9% | +110.6% |
| All | +234.8% | +13.7% | +221.1% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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