+360.5%
RCL vs APD
+187.5%
+173.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.0% |
| 7D | +0.6% | -1.2% | +1.8% | +1.4% |
| 30D | +19.4% | +11.0% | +8.4% | +11.6% |
| 3M | +9.8% | +2.6% | +7.2% | +7.6% |
| 6M | +28.6% | +4.8% | +23.8% | +23.1% |
| YTD | +22.2% | +31.0% | -8.8% | -1.6% |
| 1Y | +29.7% | +23.4% | +6.3% | +8.6% |
| 3Y | +265.3% | +28.4% | +237.0% | +184.3% |
| 5Y | +301.8% | +15.2% | +286.6% | +228.9% |
| 10Y | +360.5% | +190.7% | +169.8% | +102.2% |
| All | +360.5% | +187.5% | +173.0% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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