+28.9%
RCL vs AR
+11.3%
+17.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +7.4% | -8.6% | +1.1% |
| 30D | +17.8% | +5.8% | +12.1% | +20.1% |
| 3M | +4.9% | +5.2% | -0.3% | +7.2% |
| 6M | +23.7% | +5.4% | +18.3% | +27.6% |
| YTD | +17.8% | +12.4% | +5.4% | +21.9% |
| 1Y | +28.9% | +12.8% | +16.1% | +33.9% |
| All | +28.9% | +11.3% | +17.6% | +33.9% |
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