+4,549.4%
RCL vs ROL
+4,526.0%
+23.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.3% |
| 7D | -5.1% | -1.4% | -3.7% | -4.5% |
| 30D | -19.0% | -4.1% | -14.9% | -17.5% |
| 3M | -9.6% | -22.5% | +12.9% | +0.5% |
| 6M | -6.7% | -37.7% | +31.0% | +13.9% |
| YTD | -3.9% | -39.6% | +35.7% | +18.4% |
| 1Y | -25.1% | -36.0% | +10.9% | -10.1% |
| 3Y | +179.1% | -5.1% | +184.3% | +176.0% |
| 5Y | +243.3% | -3.4% | +246.7% | +228.9% |
| 10Y | +325.8% | +215.2% | +110.5% | +117.3% |
| All | +4,549.4% | +4,526.0% | +23.4% | +738.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling