+281.6%
RCL vs RF
+46.7%
+234.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.4% |
| 7D | +5.0% | -0.1% | +5.1% | +5.2% |
| 30D | +19.4% | +7.0% | +12.4% | +13.7% |
| 3M | +5.9% | -7.0% | +13.0% | +11.6% |
| 6M | +23.8% | +6.8% | +17.0% | +17.3% |
| YTD | +22.8% | +9.9% | +12.9% | +13.5% |
| 1Y | +34.3% | +21.1% | +13.1% | +15.7% |
| 3Y | +276.4% | +119.6% | +156.8% | +106.3% |
| 5Y | +281.6% | +46.2% | +235.4% | +195.5% |
| All | +281.6% | +46.7% | +234.9% | +195.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling