+175.6%
RCL vs ROL
-4.8%
+180.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | -19.0% | -4.1% | -14.9% | -18.0% |
| 3M | -9.6% | -22.5% | +12.9% | -2.2% |
| 6M | -6.7% | -37.7% | +31.0% | +9.1% |
| YTD | -3.9% | -39.6% | +35.7% | +13.0% |
| 1Y | -25.1% | -36.0% | +10.9% | -13.9% |
| All | +175.6% | -4.8% | +180.3% | +166.7% |
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