+234.8%
RCL vs ROP
-13.6%
+248.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +2.2% |
| 7D | -5.1% | -4.4% | -0.7% | -2.3% |
| 30D | -19.0% | +3.2% | -22.2% | -21.0% |
| 3M | -9.6% | +23.1% | -32.6% | -22.6% |
| 6M | -6.7% | +13.3% | -20.0% | -15.8% |
| YTD | -3.9% | -7.9% | +3.9% | +1.6% |
| 1Y | -25.1% | -22.1% | -3.0% | -9.1% |
| 3Y | +179.1% | -16.8% | +195.9% | +213.8% |
| All | +234.8% | -13.6% | +248.4% | +230.0% |
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