+23.6%
RCL vs PR
-3.2%
+26.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.7% | -5.2% |
| 7D | +3.9% | -16.5% | +20.5% | -4.0% |
| 30D | +11.8% | -4.5% | +16.3% | +9.7% |
| 3M | -0.8% | +8.5% | -9.4% | +5.2% |
| 6M | +23.6% | -3.3% | +26.9% | +23.1% |
| All | +23.6% | -3.2% | +26.8% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling