+173.5%
RCL vs AUR
+86.2%
+87.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -2.2% | +11.1% | -13.3% | -3.8% |
| 30D | -15.7% | -6.9% | -8.8% | -15.0% |
| 3M | -8.0% | +5.5% | -13.5% | -9.4% |
| 6M | -10.1% | +41.0% | -51.1% | -15.8% |
| YTD | -5.9% | +69.3% | -75.2% | -14.3% |
| 1Y | -23.5% | +14.0% | -37.5% | -26.9% |
| All | +173.5% | +86.2% | +87.3% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling