+379.0%
RCL vs RL
+397.7%
-18.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.8% | -2.8% | -0.9% |
| 7D | +5.0% | +0.2% | +4.7% | +4.6% |
| 30D | +19.4% | +7.3% | +12.0% | +13.7% |
| 3M | +5.9% | +1.0% | +4.9% | +4.6% |
| 6M | +23.8% | +11.8% | +12.0% | +12.7% |
| YTD | +22.8% | +13.6% | +9.2% | +10.2% |
| 1Y | +34.3% | +24.0% | +10.2% | +13.4% |
| 3Y | +276.4% | +256.6% | +19.8% | +43.3% |
| 5Y | +281.6% | +240.2% | +41.4% | +46.7% |
| 10Y | +379.0% | +373.0% | +6.1% | +47.7% |
| All | +379.0% | +397.7% | -18.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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