+261.1%
RCL vs RL
+226.8%
+34.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +2.3% |
| 7D | +6.5% | -4.2% | +10.7% | +9.4% |
| 30D | +15.9% | +4.3% | +11.6% | +12.7% |
| 3M | +2.7% | -4.6% | +7.3% | +5.4% |
| 6M | +15.2% | +1.7% | +13.5% | +12.1% |
| YTD | +19.2% | +7.3% | +11.9% | +11.7% |
| 1Y | +31.6% | +20.8% | +10.8% | +13.9% |
| 3Y | +274.2% | +247.0% | +27.2% | +43.4% |
| All | +261.1% | +226.8% | +34.3% | +45.3% |
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