+30.8%
RCL vs ROL
-32.6%
+63.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +8.5% | +3.4% | +5.1% | +8.0% |
| 30D | +20.4% | +20.8% | -0.4% | +17.4% |
| 3M | +11.0% | +3.7% | +7.3% | +11.0% |
| 6M | +24.9% | -27.7% | +52.5% | +36.2% |
| YTD | +23.9% | -34.9% | +58.8% | +32.5% |
| 1Y | +30.8% | -33.3% | +64.1% | +36.0% |
| All | +30.8% | -32.6% | +63.4% | +36.0% |
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