+261.1%
RCL vs ROP
+1.1%
+260.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +3.2% |
| 7D | +6.5% | +2.1% | +4.4% | +5.2% |
| 30D | +15.9% | +32.9% | -17.0% | -3.7% |
| 3M | +2.7% | +20.0% | -17.4% | -9.4% |
| 6M | +15.2% | +36.4% | -21.2% | -8.3% |
| YTD | +19.2% | +7.8% | +11.4% | +13.8% |
| 1Y | +31.6% | +8.0% | +23.6% | +25.5% |
| 3Y | +274.2% | -3.5% | +277.7% | +282.0% |
| All | +261.1% | +1.1% | +260.0% | +222.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling