+245.3%
RCL vs PL
+11.6%
+233.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -10.1% | +7.0% | -1.6% |
| 7D | +3.9% | -20.5% | +24.5% | +7.4% |
| 30D | +11.8% | -38.8% | +50.5% | +20.0% |
| 3M | -0.8% | -49.1% | +48.3% | +9.2% |
| 6M | +23.6% | -69.4% | +93.0% | +44.3% |
| YTD | +17.6% | -42.3% | +60.0% | +18.8% |
| 1Y | +28.3% | -14.2% | +42.5% | +19.1% |
| 3Y | +261.4% | +398.7% | -137.2% | +106.4% |
| 5Y | +245.3% | +11.1% | +234.2% | +137.5% |
| All | +245.3% | +11.6% | +233.8% | +137.5% |
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