+292.2%
RCL vs ROL
+15.7%
+276.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.5% |
| 7D | -1.2% | +3.0% | -4.2% | -2.2% |
| 30D | +17.8% | +19.8% | -1.9% | +10.1% |
| 3M | +4.9% | +7.9% | -3.0% | +1.8% |
| 6M | +23.7% | -25.6% | +49.4% | +38.4% |
| YTD | +17.8% | -34.1% | +52.0% | +38.2% |
| 1Y | +28.9% | -31.4% | +60.3% | +48.6% |
| 3Y | +241.9% | +4.7% | +237.2% | +218.7% |
| All | +292.2% | +15.7% | +276.5% | +237.4% |
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