+380.4%
RCL vs M
-4.2%
+384.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +3.3% |
| 7D | +6.5% | -4.3% | +10.8% | +8.4% |
| 30D | +15.9% | +1.3% | +14.6% | +15.0% |
| 3M | +2.7% | -7.4% | +10.0% | +5.4% |
| 6M | +15.2% | +18.3% | -3.1% | +5.7% |
| YTD | +19.2% | +7.6% | +11.7% | +13.0% |
| 1Y | +31.6% | +17.4% | +14.2% | +20.0% |
| 3Y | +274.2% | +108.4% | +165.8% | +138.4% |
| 5Y | +250.1% | -10.6% | +260.7% | +202.5% |
| All | +380.4% | -4.2% | +384.6% | +125.7% |
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