+234.8%
RCL vs IR
+45.6%
+189.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.1% |
| 7D | -5.1% | -2.8% | -2.3% | -2.9% |
| 30D | -19.0% | -15.1% | -3.9% | -7.9% |
| 3M | -9.6% | +6.1% | -15.6% | -14.3% |
| 6M | -6.7% | -16.8% | +10.1% | +6.8% |
| YTD | -3.9% | -3.5% | -0.4% | -3.2% |
| 1Y | -25.1% | -3.5% | -21.6% | -24.8% |
| 3Y | +179.1% | +9.5% | +169.6% | +131.9% |
| All | +234.8% | +45.6% | +189.2% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling