+175.6%
RCL vs IR
+9.5%
+166.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -5.1% | -2.8% | -2.3% | -3.3% |
| 30D | -19.0% | -15.1% | -3.9% | -9.7% |
| 3M | -9.6% | +6.1% | -15.6% | -13.5% |
| 6M | -6.7% | -16.8% | +10.1% | +4.4% |
| YTD | -3.9% | -3.5% | -0.4% | -3.0% |
| 1Y | -25.1% | -3.5% | -21.6% | -24.5% |
| All | +175.6% | +9.5% | +166.1% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 3y: compounded portfolio wealth divided by compounded IR 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…
3y analysis · Full analysis span regression · 6 months rolling