+261.1%
RCL vs PL
+20.8%
+240.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.4% | -9.0% | -0.2% |
| 7D | +6.5% | -6.8% | +13.3% | +7.4% |
| 30D | +15.9% | -29.3% | +45.2% | +21.6% |
| 3M | +2.7% | -44.8% | +47.4% | +11.6% |
| 6M | +15.2% | -68.4% | +83.6% | +33.8% |
| YTD | +19.2% | -36.4% | +55.6% | +18.6% |
| 1Y | +31.6% | +0.7% | +30.9% | +18.9% |
| 3Y | +274.2% | +455.3% | -181.1% | +109.8% |
| All | +261.1% | +20.8% | +240.3% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling