+274.2%
RCL vs COMP
+353.8%
-79.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.7% | -9.4% | -1.0% |
| 7D | +6.5% | +13.4% | -6.9% | +3.5% |
| 30D | +15.9% | +11.1% | +4.8% | +12.9% |
| 3M | +2.7% | -18.8% | +21.5% | +6.7% |
| 6M | +15.2% | +10.5% | +4.7% | +11.5% |
| YTD | +19.2% | -3.4% | +22.6% | +16.4% |
| 1Y | +31.6% | +19.7% | +11.9% | +23.8% |
| 3Y | +274.2% | +381.6% | -107.4% | +174.7% |
| All | +274.2% | +353.8% | -79.6% | +174.7% |
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