+367.0%
RCL vs PR
+160.5%
+206.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.5% | +12.9% | +7.9% |
| 7D | +11.7% | -12.1% | +23.8% | +14.8% |
| 30D | +21.1% | +0.9% | +20.2% | +20.4% |
| 3M | +2.9% | +10.1% | -7.3% | -0.3% |
| 6M | +29.8% | +1.1% | +28.7% | +27.3% |
| YTD | +21.4% | +63.7% | -42.2% | +5.1% |
| 1Y | +32.0% | +87.0% | -55.0% | +10.4% |
| 3Y | +273.1% | +70.7% | +202.4% | +213.3% |
| 5Y | +288.4% | +246.8% | +41.6% | +161.9% |
| 10Y | +397.4% | +72.6% | +324.8% | +134.9% |
| All | +367.0% | +160.5% | +206.6% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling