+234.8%
RCL vs ALM
+951.0%
-716.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -5.1% | -2.6% | -2.5% | -5.0% |
| 30D | -19.0% | +32.0% | -51.0% | -20.3% |
| 3M | -9.6% | -15.0% | +5.5% | -9.2% |
| 6M | -6.7% | -10.1% | +3.4% | -7.1% |
| YTD | -3.9% | +99.4% | -103.4% | -8.4% |
| 1Y | -25.1% | +316.4% | -341.4% | -32.0% |
| 3Y | +179.1% | +2,022.0% | -1,842.9% | +115.0% |
| All | +234.8% | +951.0% | -716.2% | +172.8% |
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 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