+218.7%
RCL vs AUR
-35.7%
+254.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.1% | +0.2% |
| 7D | -1.9% | +1.4% | -3.3% | -2.2% |
| 30D | -15.5% | -6.4% | -9.1% | -14.9% |
| 3M | -9.7% | +7.7% | -17.4% | -11.7% |
| 6M | -8.7% | +44.5% | -53.2% | -15.9% |
| YTD | -5.8% | +67.4% | -73.2% | -15.6% |
| 1Y | -24.5% | +15.4% | -39.9% | -28.3% |
| 3Y | +173.9% | +94.8% | +79.1% | +106.9% |
| 5Y | +228.0% | -35.1% | +263.1% | +126.4% |
| All | +218.7% | -35.7% | +254.4% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 10y: compounded portfolio wealth divided by compounded AUR 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…
10y analysis · Full analysis span regression · 6 months rolling