+379.0%
RCL vs ALM
+2,221.4%
-1,842.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +2.7% |
| 7D | +5.0% | +0.7% | +4.2% | +4.9% |
| 30D | +19.4% | -26.1% | +45.5% | +20.7% |
| 3M | +5.9% | -38.1% | +44.0% | +7.6% |
| 6M | +23.8% | -55.4% | +79.2% | +26.7% |
| YTD | +22.8% | -0.4% | +23.2% | +21.7% |
| 1Y | +34.3% | +25.4% | +8.9% | +31.7% |
| 3Y | +276.4% | +907.8% | -631.3% | +234.4% |
| 5Y | +281.6% | +440.2% | -158.6% | +242.0% |
| 10Y | +379.0% | +2,031.1% | -1,652.1% | +316.8% |
| All | +379.0% | +2,221.4% | -1,842.4% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling