+234.8%
RCL vs RF
+89.8%
+145.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.1% | +1.3% | -6.4% | -6.0% |
| 30D | -19.0% | -3.6% | -15.4% | -16.9% |
| 3M | -9.6% | +8.1% | -17.7% | -14.8% |
| 6M | -6.7% | +11.5% | -18.2% | -14.2% |
| YTD | -3.9% | +15.6% | -19.5% | -14.2% |
| 1Y | -25.1% | +15.7% | -40.8% | -33.3% |
| 3Y | +179.1% | +86.9% | +92.2% | +73.0% |
| All | +234.8% | +89.8% | +145.0% | +107.6% |
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 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