-25.1%
RCL vs COMP
+22.2%
-47.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | -19.0% | -13.3% | -5.7% | -15.7% |
| 3M | -9.6% | +41.1% | -50.7% | -18.9% |
| 6M | -6.7% | +17.2% | -23.9% | -15.5% |
| YTD | -3.9% | +5.2% | -9.1% | -10.6% |
| 1Y | -25.1% | +18.9% | -44.0% | -31.1% |
| All | -25.1% | +22.2% | -47.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling