+5,775.6%
RCL vs IP
+249.7%
+5,525.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.5% | +4.9% | +5.5% |
| 7D | +11.7% | +3.4% | +8.3% | +9.7% |
| 30D | +21.1% | +11.2% | +9.9% | +14.1% |
| 3M | +2.9% | -14.8% | +17.7% | +11.7% |
| 6M | +29.8% | +17.3% | +12.5% | +17.1% |
| YTD | +21.4% | -6.2% | +27.6% | +20.9% |
| 1Y | +32.0% | +2.3% | +29.7% | +24.9% |
| 3Y | +273.1% | +17.7% | +255.5% | +207.6% |
| 5Y | +288.4% | -8.4% | +296.8% | +270.5% |
| 10Y | +397.4% | +32.1% | +365.3% | +284.7% |
| All | +5,775.6% | +249.7% | +5,525.9% | +2,321.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling