+350.2%
RCL vs ROL
+203.4%
+146.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.5% |
| 7D | -0.5% | -3.4% | +3.0% | +0.6% |
| 30D | -17.3% | -6.9% | -10.4% | -15.5% |
| 3M | -2.8% | -24.6% | +21.8% | +5.9% |
| 6M | -4.4% | -39.5% | +35.1% | +11.7% |
| YTD | -4.2% | -41.1% | +36.9% | +12.6% |
| 1Y | -23.4% | -37.9% | +14.6% | -11.6% |
| 3Y | +179.4% | +0.8% | +178.6% | +173.2% |
| 5Y | +238.8% | -4.7% | +243.4% | +229.0% |
| 10Y | +350.2% | +207.9% | +142.3% | +179.1% |
| All | +350.2% | +203.4% | +146.8% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling