+4,549.4%
RCL vs LOW
+16,416.0%
-11,866.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.8% |
| 7D | -5.1% | -1.7% | -3.4% | -4.2% |
| 30D | -19.0% | -7.0% | -12.0% | -15.9% |
| 3M | -9.6% | -0.9% | -8.7% | -9.3% |
| 6M | -6.7% | -20.1% | +13.4% | +5.0% |
| YTD | -3.9% | -13.9% | +10.0% | +3.7% |
| 1Y | -25.1% | -21.1% | -4.0% | -15.4% |
| 3Y | +179.1% | -6.6% | +185.7% | +185.9% |
| 5Y | +243.3% | +9.4% | +234.0% | +222.7% |
| 10Y | +325.8% | +220.5% | +105.3% | +125.1% |
| All | +4,549.4% | +16,416.0% | -11,866.6% | +785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling