+227.1%
RCL vs AU
+688.4%
-461.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | -15.7% | +12.3% | -28.0% | -17.0% |
| 3M | -8.0% | +29.4% | -37.3% | -11.2% |
| 6M | -10.1% | +3.2% | -13.3% | -11.5% |
| YTD | -5.9% | +31.8% | -37.7% | -10.2% |
| 1Y | -23.5% | +83.4% | -106.9% | -29.8% |
| 3Y | +174.4% | +623.1% | -448.7% | +101.7% |
| 5Y | +227.1% | +700.5% | -473.4% | +129.0% |
| All | +227.1% | +688.4% | -461.3% | +129.0% |
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