+234.8%
RCL vs PR
+433.6%
-198.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -5.1% | +2.9% | -8.0% | -5.9% |
| 30D | -19.0% | +18.0% | -37.0% | -22.8% |
| 3M | -9.6% | +16.9% | -26.4% | -14.2% |
| 6M | -6.7% | +28.2% | -34.9% | -15.1% |
| YTD | -3.9% | +69.3% | -73.3% | -20.2% |
| 1Y | -25.1% | +69.5% | -94.6% | -38.2% |
| 3Y | +179.1% | +81.7% | +97.4% | +118.2% |
| All | +234.8% | +433.6% | -198.8% | +72.7% |
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