+175.6%
RCL vs PL
+454.1%
-278.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | -5.1% | -9.3% | +4.2% | -4.1% |
| 30D | -19.0% | -18.9% | -0.1% | -17.2% |
| 3M | -9.6% | -58.4% | +48.8% | -1.3% |
| 6M | -6.7% | -30.3% | +23.6% | -5.9% |
| YTD | -3.9% | -8.1% | +4.2% | -8.0% |
| 1Y | -25.1% | +180.5% | -205.6% | -40.6% |
| All | +175.6% | +454.1% | -278.6% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling