+234.8%
RCL vs AR
+143.7%
+91.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.1% | +2.5% | -7.6% | -5.6% |
| 30D | -19.0% | +14.8% | -33.8% | -21.3% |
| 3M | -9.6% | +6.2% | -15.8% | -11.1% |
| 6M | -6.7% | +4.3% | -11.0% | -8.7% |
| YTD | -3.9% | +14.4% | -18.3% | -8.5% |
| 1Y | -25.1% | +21.3% | -46.4% | -30.3% |
| 3Y | +179.1% | +39.8% | +139.3% | +144.7% |
| All | +234.8% | +143.7% | +91.1% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling