+290.7%
RCL vs ALM
+373.6%
-83.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.5% | +2.6% | -3.6% |
| 7D | -0.2% | -4.0% | +3.8% | 0.0% |
| 30D | +14.4% | -30.5% | +44.9% | +16.6% |
| 3M | +5.2% | -46.9% | +52.1% | +8.4% |
| 6M | +26.1% | -65.5% | +91.6% | +32.4% |
| YTD | +17.4% | -13.4% | +30.7% | +16.7% |
| 1Y | +24.7% | +9.8% | +14.9% | +22.0% |
| 3Y | +250.9% | +783.1% | -532.2% | +183.3% |
| All | +290.7% | +373.6% | -83.0% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling