+32.0%
RCL vs PL
-0.6%
+32.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.4% | +12.7% | +6.7% |
| 7D | +11.7% | -11.7% | +23.4% | +12.4% |
| 30D | +21.1% | -27.1% | +48.3% | +23.3% |
| 3M | +2.9% | -44.6% | +47.5% | +5.9% |
| 6M | +29.8% | -67.2% | +97.0% | +36.9% |
| YTD | +21.4% | -35.9% | +57.3% | +18.1% |
| 1Y | +32.0% | -0.4% | +32.4% | +17.3% |
| All | +32.0% | -0.6% | +32.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling