+331.2%
RCL vs INDA
+83.0%
+248.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.9% |
| 7D | -2.5% | -3.6% | +1.2% | +1.3% |
| 30D | -15.7% | -4.0% | -11.7% | -12.2% |
| 3M | -3.6% | +1.7% | -5.3% | -5.2% |
| 6M | -8.7% | -3.6% | -5.0% | -4.4% |
| YTD | -6.2% | -11.0% | +4.8% | +6.4% |
| 1Y | -22.9% | -9.5% | -13.4% | -14.2% |
| 3Y | +173.6% | +7.6% | +166.0% | +151.7% |
| 5Y | +226.6% | +4.8% | +221.8% | +214.7% |
| All | +331.2% | +83.0% | +248.2% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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