+360.5%
RCL vs RF
+241.0%
+119.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +0.6% | -1.3% | +2.0% | +1.7% |
| 30D | +19.4% | +4.6% | +14.8% | +15.3% |
| 3M | +9.8% | -8.4% | +18.2% | +17.5% |
| 6M | +28.6% | +8.9% | +19.8% | +19.4% |
| YTD | +22.2% | +8.8% | +13.3% | +13.0% |
| 1Y | +29.7% | +18.9% | +10.8% | +11.9% |
| 3Y | +265.3% | +116.0% | +149.3% | +89.8% |
| 5Y | +301.8% | +46.0% | +255.7% | +179.4% |
| 10Y | +360.5% | +231.7% | +128.8% | +82.6% |
| All | +360.5% | +241.0% | +119.4% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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