+4,549.4%
RCL vs ROP
+11,181.8%
-6,632.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +1.6% |
| 7D | -5.1% | -4.4% | -0.7% | -3.0% |
| 30D | -19.0% | +3.2% | -22.2% | -20.4% |
| 3M | -9.6% | +23.1% | -32.6% | -19.0% |
| 6M | -6.7% | +13.3% | -20.0% | -13.5% |
| YTD | -3.9% | -7.9% | +3.9% | -1.9% |
| 1Y | -25.1% | -22.1% | -3.0% | -16.9% |
| 3Y | +179.1% | -16.8% | +195.9% | +200.0% |
| 5Y | +243.3% | -13.5% | +256.8% | +263.9% |
| 10Y | +325.8% | +137.7% | +188.1% | +187.0% |
| All | +4,549.4% | +11,181.8% | -6,632.4% | +1,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling