-16.3%
RCL vs Q
+75.3%
-91.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.8% |
| 7D | -0.5% | +6.7% | -7.2% | -1.9% |
| 30D | -17.3% | -10.6% | -6.7% | -15.3% |
| 3M | -2.8% | -14.6% | +11.8% | -0.1% |
| 6M | -4.4% | +12.1% | -16.5% | -9.3% |
| YTD | -4.2% | +51.3% | -55.4% | -14.1% |
| All | -16.3% | +75.3% | -91.6% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling