+380.4%
RCL vs PR
+66.0%
+314.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +6.5% | -16.4% | +22.9% | +10.8% |
| 30D | +15.9% | -1.9% | +17.8% | +15.9% |
| 3M | +2.7% | +8.0% | -5.3% | 0.0% |
| 6M | +15.2% | +4.1% | +11.1% | +12.3% |
| YTD | +19.2% | +58.7% | -39.5% | +3.8% |
| 1Y | +31.6% | +75.8% | -44.2% | +11.6% |
| 3Y | +274.2% | +73.2% | +201.0% | +212.7% |
| 5Y | +250.1% | +230.1% | +19.9% | +137.8% |
| All | +380.4% | +66.0% | +314.4% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling