+175.6%
RCL vs COMP
+215.9%
-40.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | -5.1% | +1.4% | -6.5% | -5.4% |
| 30D | -19.0% | -13.3% | -5.7% | -16.6% |
| 3M | -9.6% | +41.1% | -50.7% | -16.3% |
| 6M | -6.7% | +17.2% | -23.9% | -11.6% |
| YTD | -3.9% | +5.2% | -9.1% | -7.5% |
| 1Y | -25.1% | +18.9% | -44.0% | -29.9% |
| All | +175.6% | +215.9% | -40.3% | +99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling