+380.4%
RCL vs AR
+44.3%
+336.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | +6.5% | -14.3% | +20.8% | +10.3% |
| 30D | +15.9% | +1.4% | +14.4% | +15.1% |
| 3M | +2.7% | +3.4% | -0.7% | +0.9% |
| 6M | +15.2% | -2.1% | +17.3% | +14.1% |
| YTD | +19.2% | +4.7% | +14.5% | +14.4% |
| 1Y | +31.6% | +10.6% | +21.0% | +23.9% |
| 3Y | +274.2% | +24.6% | +249.6% | +230.9% |
| 5Y | +250.1% | +71.9% | +178.2% | +169.2% |
| All | +380.4% | +44.3% | +336.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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