+2,104.6%
RCL vs RL
+1,366.2%
+738.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.2% | -1.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | -19.0% | -7.8% | -11.2% | -15.7% |
| 3M | -9.6% | -4.0% | -5.6% | -8.1% |
| 6M | -6.7% | -1.9% | -4.8% | -6.7% |
| YTD | -3.9% | -0.2% | -3.8% | -4.9% |
| 1Y | -25.1% | +10.7% | -35.8% | -29.9% |
| 3Y | +179.1% | +210.8% | -31.6% | +47.1% |
| 5Y | +243.3% | +238.2% | +5.1% | +72.6% |
| 10Y | +325.8% | +313.4% | +12.4% | +90.2% |
| All | +2,104.6% | +1,366.2% | +738.5% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling