+292.2%
RCL vs AU
+381.3%
-89.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -1.2% | -7.2% | +6.0% | -0.2% |
| 30D | +17.8% | -2.9% | +20.7% | +18.2% |
| 3M | +4.9% | -8.7% | +13.6% | +5.7% |
| 6M | +23.7% | -14.1% | +37.9% | +25.0% |
| YTD | +17.8% | +4.8% | +13.0% | +15.2% |
| 1Y | +28.9% | +11.9% | +17.0% | +25.1% |
| 3Y | +241.9% | +513.8% | -271.9% | +152.4% |
| All | +292.2% | +381.3% | -89.1% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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