-25.1%
RCL vs M
+46.1%
-71.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.1% |
| 7D | -5.1% | +4.7% | -9.8% | -6.8% |
| 30D | -19.0% | -9.6% | -9.4% | -15.8% |
| 3M | -9.6% | +0.9% | -10.4% | -10.4% |
| 6M | -6.7% | +22.3% | -29.0% | -14.2% |
| YTD | -3.9% | +6.5% | -10.4% | -7.4% |
| 1Y | -25.1% | +38.8% | -63.9% | -33.5% |
| All | -25.1% | +46.1% | -71.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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