+224.9%
RCL vs AUR
-36.6%
+261.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | -5.1% | +8.7% | -13.8% | -6.6% |
| 30D | -19.0% | -5.2% | -13.8% | -18.5% |
| 3M | -9.6% | -7.3% | -2.3% | -9.2% |
| 6M | -6.7% | +41.2% | -47.9% | -13.6% |
| YTD | -3.9% | +65.1% | -69.0% | -13.7% |
| 1Y | -25.1% | +13.4% | -38.5% | -28.7% |
| 3Y | +179.1% | +98.1% | +81.0% | +109.7% |
| 5Y | +243.3% | -36.0% | +279.3% | +137.6% |
| All | +224.9% | -36.6% | +261.5% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling