+31.6%
RCL vs AR
+8.4%
+23.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.1% |
| 7D | +6.5% | -14.3% | +20.8% | +1.7% |
| 30D | +15.9% | +1.4% | +14.4% | +16.5% |
| 3M | +2.7% | +3.4% | -0.7% | +4.4% |
| 6M | +15.2% | -2.1% | +17.3% | +16.1% |
| YTD | +19.2% | +4.7% | +14.5% | +20.4% |
| 1Y | +31.6% | +10.6% | +21.0% | +30.4% |
| All | +31.6% | +8.4% | +23.2% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling