+245.3%
RCL vs PR
+225.6%
+19.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -1.9% |
| 7D | +3.9% | -16.5% | +20.5% | +8.5% |
| 30D | +11.8% | -4.5% | +16.3% | +12.4% |
| 3M | -0.8% | +8.5% | -9.4% | -4.2% |
| 6M | +23.6% | -3.3% | +26.9% | +22.2% |
| YTD | +17.6% | +55.7% | -38.1% | -1.2% |
| 1Y | +28.3% | +82.0% | -53.8% | +2.1% |
| 3Y | +261.4% | +62.5% | +199.0% | +189.4% |
| 5Y | +245.3% | +223.9% | +21.4% | +104.1% |
| All | +245.3% | +225.6% | +19.7% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling