+379.0%
RCL vs M
+3.7%
+375.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | -0.4% |
| 7D | +5.0% | +2.5% | +2.4% | +3.7% |
| 30D | +19.4% | +10.1% | +9.3% | +14.3% |
| 3M | +5.9% | -0.9% | +6.9% | +5.6% |
| 6M | +23.8% | +30.2% | -6.4% | +9.0% |
| YTD | +22.8% | +16.3% | +6.5% | +12.5% |
| 1Y | +34.3% | +27.0% | +7.3% | +18.3% |
| 3Y | +276.4% | +154.5% | +121.9% | +119.8% |
| 5Y | +281.6% | -1.1% | +282.6% | +215.2% |
| 10Y | +379.0% | +0.5% | +378.5% | +117.7% |
| All | +379.0% | +3.7% | +375.3% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling