+2,715.5%
RCL vs O
+5,387.7%
-2,672.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.4% |
| 7D | -5.1% | -0.7% | -4.3% | -4.6% |
| 30D | -19.0% | -1.9% | -17.1% | -18.0% |
| 3M | -9.6% | +3.8% | -13.4% | -12.0% |
| 6M | -6.7% | -4.7% | -1.9% | -4.4% |
| YTD | -3.9% | +12.5% | -16.4% | -11.5% |
| 1Y | -25.1% | +10.8% | -35.9% | -30.3% |
| 3Y | +179.1% | +28.8% | +150.3% | +130.0% |
| 5Y | +243.3% | +13.2% | +230.1% | +206.4% |
| 10Y | +325.8% | +53.5% | +272.3% | +219.4% |
| All | +2,715.5% | +5,387.7% | -2,672.2% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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