-25.1%
RCL vs LOW
-20.7%
-4.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.0% |
| 7D | -5.1% | -1.7% | -3.4% | -3.9% |
| 30D | -19.0% | -7.0% | -12.0% | -14.9% |
| 3M | -9.6% | -0.9% | -8.7% | -9.4% |
| 6M | -6.7% | -20.1% | +13.4% | +6.6% |
| YTD | -3.9% | -13.9% | +10.0% | +3.1% |
| 1Y | -25.1% | -21.1% | -4.0% | -19.1% |
| All | -25.1% | -20.7% | -4.4% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling