+4,549.4%
RCL vs M
+376.9%
+4,172.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -1.3% |
| 7D | -5.1% | +4.7% | -9.8% | -7.1% |
| 30D | -19.0% | -9.6% | -9.4% | -15.2% |
| 3M | -9.6% | +0.9% | -10.4% | -10.5% |
| 6M | -6.7% | +22.3% | -29.0% | -15.8% |
| YTD | -3.9% | +6.5% | -10.4% | -8.3% |
| 1Y | -25.1% | +38.8% | -63.9% | -37.2% |
| 3Y | +179.1% | +115.9% | +63.2% | +70.7% |
| 5Y | +243.3% | +28.6% | +214.7% | +141.9% |
| 10Y | +325.8% | -2.5% | +328.3% | +162.8% |
| All | +4,549.4% | +376.9% | +4,172.5% | +1,462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling