+373.9%
RCL vs IP
+25.2%
+348.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.8% | -0.7% |
| 7D | +3.9% | -5.0% | +8.9% | +7.2% |
| 30D | +11.8% | +6.5% | +5.2% | +7.4% |
| 3M | -0.8% | -18.0% | +17.2% | +11.1% |
| 6M | +23.6% | +10.3% | +13.3% | +14.2% |
| YTD | +17.6% | -9.9% | +27.5% | +19.5% |
| 1Y | +28.3% | -1.1% | +29.3% | +22.2% |
| 3Y | +261.4% | +13.0% | +248.4% | +184.4% |
| 5Y | +245.3% | -12.3% | +257.6% | +227.9% |
| All | +373.9% | +25.2% | +348.7% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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