+261.1%
RCL vs IR
+44.3%
+216.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.3% |
| 7D | +6.5% | +3.7% | +2.8% | +3.5% |
| 30D | +15.9% | +7.4% | +8.4% | +9.2% |
| 3M | +2.7% | -5.9% | +8.6% | +7.1% |
| 6M | +15.2% | +5.6% | +9.7% | +8.8% |
| YTD | +19.2% | +4.8% | +14.4% | +11.6% |
| 1Y | +31.6% | +6.9% | +24.7% | +21.3% |
| 3Y | +274.2% | +27.6% | +246.6% | +167.3% |
| All | +261.1% | +44.3% | +216.8% | +96.8% |
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