+937.7%
RCL vs AR
-32.8%
+970.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.8% | -0.3% | -2.5% |
| 7D | +3.9% | -11.7% | +15.6% | +6.6% |
| 30D | +11.8% | +1.8% | +9.9% | +10.9% |
| 3M | -0.8% | +6.0% | -6.8% | -2.9% |
| 6M | +23.6% | -7.0% | +30.6% | +23.8% |
| YTD | +17.6% | +5.6% | +12.0% | +13.0% |
| 1Y | +28.3% | +10.8% | +17.5% | +21.4% |
| 3Y | +261.4% | +19.3% | +242.1% | +226.7% |
| 5Y | +245.3% | +73.3% | +172.0% | +172.6% |
| 10Y | +381.8% | +47.6% | +334.2% | +130.1% |
| All | +937.7% | -32.8% | +970.6% | +449.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling