+1,247.6%
RCL vs RBA
+3,565.6%
-2,318.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -5.1% | -2.9% | -2.2% | -3.8% |
| 30D | -19.0% | -12.3% | -6.7% | -14.3% |
| 3M | -9.6% | -20.5% | +10.9% | -0.5% |
| 6M | -6.7% | -18.5% | +11.9% | +1.4% |
| YTD | -3.9% | -18.2% | +14.3% | +3.6% |
| 1Y | -25.1% | -27.5% | +2.4% | -14.8% |
| 3Y | +179.1% | +38.1% | +141.0% | +133.3% |
| 5Y | +243.3% | +44.8% | +198.5% | +172.3% |
| 10Y | +325.8% | +187.1% | +138.6% | +138.2% |
| All | +1,247.6% | +3,565.6% | -2,318.0% | +203.3% |
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