+345.6%
RCL vs M
-1.9%
+347.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.2% |
| 7D | -5.1% | +4.7% | -9.8% | -7.0% |
| 30D | -19.0% | -9.6% | -9.4% | -15.5% |
| 3M | -9.6% | +0.9% | -10.4% | -10.4% |
| 6M | -6.7% | +22.3% | -29.0% | -15.2% |
| YTD | -3.9% | +6.5% | -10.4% | -8.0% |
| 1Y | -25.1% | +38.8% | -63.9% | -36.4% |
| 3Y | +179.1% | +115.9% | +63.2% | +75.6% |
| 5Y | +243.3% | +28.6% | +214.7% | +147.9% |
| All | +345.6% | -1.9% | +347.5% | +108.9% |
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