+32.0%
RCL vs PR
+87.5%
-55.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.5% | +12.9% | +4.1% |
| 7D | +11.7% | -12.1% | +23.8% | +7.1% |
| 30D | +21.1% | +0.9% | +20.2% | +21.6% |
| 3M | +2.9% | +10.1% | -7.3% | +7.0% |
| 6M | +29.8% | +1.1% | +28.7% | +33.7% |
| YTD | +21.4% | +63.7% | -42.2% | +23.6% |
| 1Y | +32.0% | +87.0% | -55.0% | +32.6% |
| All | +32.0% | +87.5% | -55.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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