+330.2%
RCL vs ROP
+183.9%
+146.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -4.0% |
| 7D | -0.2% | -2.7% | +2.4% | +1.5% |
| 30D | +14.4% | +29.7% | -15.3% | -5.0% |
| 3M | +5.2% | +21.2% | -16.1% | -9.1% |
| 6M | +26.1% | +48.3% | -22.1% | -7.4% |
| YTD | +17.4% | +8.4% | +9.0% | +7.8% |
| 1Y | +24.7% | +6.0% | +18.7% | +16.7% |
| 3Y | +250.9% | -5.6% | +256.5% | +254.7% |
| 5Y | +293.8% | +1.3% | +292.6% | +274.6% |
| All | +330.2% | +183.9% | +146.3% | +134.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling