+292.2%
RCL vs M
-3.3%
+295.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.2% |
| 7D | -1.2% | +7.0% | -8.2% | -3.7% |
| 30D | +17.8% | +8.9% | +8.9% | +13.9% |
| 3M | +4.9% | +4.5% | +0.4% | +2.6% |
| 6M | +23.7% | +36.2% | -12.5% | +8.6% |
| YTD | +17.8% | +15.1% | +2.7% | +9.6% |
| 1Y | +28.9% | +27.4% | +1.5% | +15.2% |
| 3Y | +241.9% | +160.1% | +81.7% | +105.0% |
| All | +292.2% | -3.3% | +295.5% | +225.4% |
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