+293.8%
RCL vs IR
+46.6%
+247.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.2% |
| 7D | -0.2% | +4.3% | -4.5% | -3.5% |
| 30D | +14.4% | +8.1% | +6.3% | +7.2% |
| 3M | +5.2% | +0.7% | +4.5% | +3.9% |
| 6M | +26.1% | +16.6% | +9.5% | +9.7% |
| YTD | +17.4% | +7.8% | +9.6% | +7.4% |
| 1Y | +24.7% | +9.9% | +14.8% | +12.4% |
| 3Y | +250.9% | +25.2% | +225.7% | +156.2% |
| 5Y | +293.8% | +46.8% | +247.0% | +113.0% |
| All | +293.8% | +46.6% | +247.2% | +113.0% |
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