+240.5%
RCL vs ROL
+3.2%
+237.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.5% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | +14.4% | +18.5% | -4.1% | +9.0% |
| 3M | +5.2% | +4.3% | +0.8% | +4.0% |
| 6M | +26.1% | -27.7% | +53.9% | +40.5% |
| YTD | +17.4% | -35.8% | +53.1% | +36.0% |
| 1Y | +24.7% | -34.1% | +58.8% | +43.1% |
| All | +240.5% | +3.2% | +237.3% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling