+31.6%
RCL vs RF
+21.0%
+10.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.6% |
| 7D | +6.5% | -0.9% | +7.4% | +7.3% |
| 30D | +15.9% | +6.0% | +9.9% | +11.5% |
| 3M | +2.7% | -8.9% | +11.6% | +9.5% |
| 6M | +15.2% | +2.3% | +12.9% | +12.5% |
| YTD | +19.2% | +7.6% | +11.7% | +7.4% |
| 1Y | +31.6% | +21.2% | +10.4% | +5.4% |
| All | +31.6% | +21.0% | +10.6% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling