+5,669.9%
RCL vs ROL
+4,795.6%
+874.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +2.3% |
| 7D | +6.5% | +9.5% | -3.0% | +2.3% |
| 30D | +15.9% | +22.9% | -7.1% | +5.5% |
| 3M | +2.7% | +3.5% | -0.9% | +0.4% |
| 6M | +15.2% | -29.4% | +44.6% | +32.2% |
| YTD | +19.2% | -36.1% | +55.3% | +42.3% |
| 1Y | +31.6% | -34.4% | +66.0% | +55.4% |
| 3Y | +274.2% | +4.0% | +270.2% | +254.2% |
| 5Y | +250.1% | +13.2% | +236.8% | +213.0% |
| 10Y | +388.4% | +219.7% | +168.7% | +147.1% |
| All | +5,669.9% | +4,795.6% | +874.3% | +908.3% |
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