+32.0%
RCL vs ROL
-34.1%
+66.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +6.0% |
| 7D | +11.7% | +14.6% | -2.9% | +9.6% |
| 30D | +21.1% | +29.3% | -8.1% | +17.0% |
| 3M | +2.9% | +2.0% | +0.9% | +3.2% |
| 6M | +29.8% | -28.5% | +58.4% | +42.5% |
| YTD | +21.4% | -35.3% | +56.7% | +30.6% |
| 1Y | +32.0% | -34.7% | +66.7% | +38.2% |
| All | +32.0% | -34.1% | +66.2% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling