+292.2%
RCL vs RL
+239.2%
+53.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +1.1% |
| 7D | -1.2% | +2.6% | -3.8% | -2.8% |
| 30D | +17.8% | +2.9% | +14.9% | +15.5% |
| 3M | +4.9% | 0.0% | +4.9% | +4.6% |
| 6M | +23.7% | +17.1% | +6.6% | +9.7% |
| YTD | +17.8% | +10.1% | +7.7% | +8.5% |
| 1Y | +28.9% | +17.3% | +11.6% | +13.7% |
| 3Y | +241.9% | +249.3% | -7.5% | +31.1% |
| All | +292.2% | +239.2% | +53.0% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling