+285.8%
RCL vs COMP
-52.0%
+337.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | 0.0% |
| 7D | -1.2% | 0.0% | -1.2% | -1.3% |
| 30D | +17.8% | +16.6% | +1.3% | +13.4% |
| 3M | +4.9% | -23.5% | +28.5% | +10.7% |
| 6M | +23.7% | +25.7% | -2.0% | +16.0% |
| YTD | +17.8% | -3.4% | +21.2% | +15.5% |
| 1Y | +28.9% | +7.6% | +21.3% | +23.2% |
| 3Y | +241.9% | +423.6% | -181.7% | +112.2% |
| 5Y | +295.4% | -10.6% | +306.0% | +222.1% |
| All | +285.8% | -52.0% | +337.8% | +238.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling