+555.7%
RCL vs IAU
+875.8%
-320.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -5.1% | -0.5% | -4.6% | -5.1% |
| 30D | -19.0% | +4.4% | -23.4% | -18.9% |
| 3M | -9.6% | -1.1% | -8.5% | -9.6% |
| 6M | -6.7% | -13.7% | +7.0% | -7.2% |
| YTD | -3.9% | +2.7% | -6.7% | -3.5% |
| 1Y | -25.1% | +24.6% | -49.7% | -24.1% |
| 3Y | +179.1% | +126.8% | +52.3% | +190.3% |
| 5Y | +243.3% | +139.5% | +103.8% | +257.1% |
| 10Y | +325.8% | +226.3% | +99.5% | +351.5% |
| All | +555.7% | +875.8% | -320.1% | +537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 all: compounded portfolio wealth divided by compounded IAU 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…
all analysis · Full analysis span regression · 6 months rolling