+234.8%
RCL vs ROL
-3.8%
+238.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | -19.0% | -4.1% | -14.9% | -17.8% |
| 3M | -9.6% | -22.5% | +12.9% | -1.4% |
| 6M | -6.7% | -37.7% | +31.0% | +10.3% |
| YTD | -3.9% | -39.6% | +35.7% | +14.4% |
| 1Y | -25.1% | -36.0% | +10.9% | -12.8% |
| 3Y | +179.1% | -5.1% | +184.3% | +174.4% |
| All | +234.8% | -3.8% | +238.6% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling