+245.3%
RCL vs COMP
-28.0%
+273.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.2% | +5.0% | -1.3% |
| 7D | +3.9% | -1.8% | +5.7% | +4.4% |
| 30D | +11.8% | -0.8% | +12.5% | +11.7% |
| 3M | -0.8% | -28.1% | +27.3% | +6.4% |
| 6M | +23.6% | +27.0% | -3.4% | +15.4% |
| YTD | +17.6% | -12.8% | +30.4% | +18.2% |
| 1Y | +28.3% | +4.9% | +23.4% | +23.6% |
| 3Y | +261.4% | +321.0% | -59.6% | +134.3% |
| 5Y | +245.3% | -25.6% | +270.9% | +249.7% |
| All | +245.3% | -28.0% | +273.3% | +249.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling