+350.2%
RCL vs ROP
+134.1%
+216.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +1.8% |
| 7D | -0.5% | -5.4% | +5.0% | +3.4% |
| 30D | -17.3% | -1.6% | -15.7% | -16.7% |
| 3M | -2.8% | +18.8% | -21.6% | -15.4% |
| 6M | -4.4% | +8.2% | -12.6% | -11.6% |
| YTD | -4.2% | -10.5% | +6.3% | +1.4% |
| 1Y | -23.4% | -23.7% | +0.4% | -8.3% |
| 3Y | +179.4% | -17.9% | +197.3% | +212.6% |
| 5Y | +238.8% | -15.3% | +254.1% | +266.6% |
| 10Y | +350.2% | +133.4% | +216.8% | +153.0% |
| All | +350.2% | +134.1% | +216.1% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling