+292.2%
RCL vs ROP
+1.9%
+290.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.7% |
| 30D | +17.8% | +28.8% | -10.9% | -0.1% |
| 3M | +4.9% | +21.1% | -16.1% | -7.9% |
| 6M | +23.7% | +52.5% | -28.8% | -9.5% |
| YTD | +17.8% | +8.9% | +8.9% | +11.7% |
| 1Y | +28.9% | +8.2% | +20.7% | +23.0% |
| 3Y | +241.9% | -5.2% | +247.0% | +256.0% |
| All | +292.2% | +1.9% | +290.3% | +246.0% |
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 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