+331.9%
RCL vs M
-7.1%
+339.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -1.2% | +7.0% | -8.2% | -4.1% |
| 30D | +17.8% | +8.9% | +8.9% | +13.4% |
| 3M | +4.9% | +4.5% | +0.4% | +2.3% |
| 6M | +23.7% | +36.2% | -12.5% | +6.8% |
| YTD | +17.8% | +15.1% | +2.7% | +8.4% |
| 1Y | +28.9% | +27.4% | +1.5% | +13.4% |
| 3Y | +241.9% | +160.1% | +81.7% | +97.7% |
| 5Y | +295.4% | -1.6% | +297.0% | +227.5% |
| All | +331.9% | -7.1% | +339.0% | +97.1% |
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