+261.1%
RCL vs M
-11.5%
+272.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.0% | +3.1% |
| 7D | +6.5% | -4.3% | +10.8% | +8.2% |
| 30D | +15.9% | +1.3% | +14.6% | +15.1% |
| 3M | +2.7% | -7.4% | +10.0% | +5.1% |
| 6M | +15.2% | +18.3% | -3.1% | +6.8% |
| YTD | +19.2% | +7.6% | +11.7% | +13.9% |
| 1Y | +31.6% | +17.4% | +14.2% | +21.5% |
| 3Y | +274.2% | +108.4% | +165.8% | +146.4% |
| All | +261.1% | -11.5% | +272.6% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling