+1,572.4%
RCL vs RBA
+4,003.4%
-2,431.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | +6.5% | +4.3% | +2.2% | +4.6% |
| 30D | +15.9% | +16.3% | -0.4% | +8.0% |
| 3M | +2.7% | +1.3% | +1.4% | +1.4% |
| 6M | +15.2% | -11.1% | +26.3% | +19.9% |
| YTD | +19.2% | -8.5% | +27.7% | +21.7% |
| 1Y | +31.6% | -2.1% | +33.7% | +30.3% |
| 3Y | +274.2% | +44.6% | +229.6% | +205.4% |
| 5Y | +250.1% | +36.8% | +213.2% | +184.5% |
| 10Y | +388.4% | +227.3% | +161.1% | +156.9% |
| All | +1,572.4% | +4,003.4% | -2,431.1% | +256.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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