+309.7%
RCL vs P
+449.6%
-139.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -16.4% | +13.3% | +1.8% |
| 7D | +3.9% | -31.9% | +35.8% | +15.5% |
| 30D | +11.8% | -36.5% | +48.3% | +26.1% |
| 3M | -0.8% | +11.6% | -12.4% | -7.4% |
| 6M | +23.6% | +25.2% | -1.6% | +8.0% |
| YTD | +17.6% | +39.4% | -21.8% | -2.8% |
| 1Y | +28.3% | -3.7% | +32.0% | +17.0% |
| 3Y | +261.4% | +167.3% | +94.2% | +105.7% |
| 5Y | +245.3% | +237.3% | +8.0% | +74.6% |
| 10Y | +381.8% | +698.6% | -316.8% | +80.5% |
| All | +309.7% | +449.6% | -139.9% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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