+15.2%
RCL vs IR
+6.3%
+8.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.6% |
| 7D | +6.5% | +3.7% | +2.8% | +4.4% |
| 30D | +15.9% | +7.4% | +8.4% | +11.2% |
| 3M | +2.7% | -5.9% | +8.6% | +7.5% |
| 6M | +15.2% | +5.6% | +9.7% | +8.5% |
| All | +15.2% | +6.3% | +8.9% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling