+1,190.6%
RCL vs INDA
+121.8%
+1,068.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -1.2% | +1.1% | -2.3% | -2.1% |
| 30D | +17.8% | +9.4% | +8.5% | +9.4% |
| 3M | +4.9% | +2.9% | +2.0% | +2.4% |
| 6M | +23.7% | +7.2% | +16.5% | +16.9% |
| YTD | +17.8% | -4.8% | +22.6% | +23.8% |
| 1Y | +28.9% | -5.1% | +34.0% | +35.7% |
| 3Y | +241.9% | +16.7% | +225.2% | +200.3% |
| 5Y | +295.4% | +8.8% | +286.6% | +275.7% |
| 10Y | +344.1% | +116.2% | +227.9% | +166.0% |
| All | +1,190.6% | +121.8% | +1,068.8% | +638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling