+175.6%
RCL vs PR
+73.2%
+102.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | -5.1% | +2.9% | -8.0% | -5.6% |
| 30D | -19.0% | +18.0% | -37.0% | -21.7% |
| 3M | -9.6% | +16.9% | -26.4% | -12.8% |
| 6M | -6.7% | +28.2% | -34.9% | -13.8% |
| YTD | -3.9% | +69.3% | -73.3% | -19.3% |
| 1Y | -25.1% | +69.5% | -94.6% | -37.4% |
| All | +175.6% | +73.2% | +102.4% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling