+1,071.6%
RCL vs AU
+793.6%
+278.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.1% |
| 7D | -5.1% | -3.6% | -1.4% | -4.8% |
| 30D | -19.0% | +23.9% | -42.9% | -20.7% |
| 3M | -9.6% | +19.1% | -28.7% | -11.2% |
| 6M | -6.7% | -0.2% | -6.5% | -7.2% |
| YTD | -3.9% | +32.5% | -36.4% | -7.1% |
| 1Y | -25.1% | +96.9% | -122.0% | -30.2% |
| 3Y | +179.1% | +614.7% | -435.6% | +128.5% |
| 5Y | +243.3% | +647.7% | -404.4% | +175.9% |
| 10Y | +325.8% | +679.2% | -353.4% | +225.4% |
| All | +1,071.6% | +793.6% | +278.0% | +806.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling