+180.6%
RCL vs ROST
+97.0%
+83.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -5.1% | +0.9% | -6.0% | -5.5% |
| 30D | -19.0% | -8.9% | -10.1% | -15.3% |
| 3M | -9.6% | -0.8% | -8.8% | -9.4% |
| 6M | -6.7% | +8.5% | -15.2% | -10.9% |
| YTD | -3.9% | +28.6% | -32.5% | -16.8% |
| 1Y | -25.1% | +52.3% | -77.4% | -41.0% |
| All | +180.6% | +97.0% | +83.6% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 3y: compounded portfolio wealth divided by compounded ROST 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…
3y analysis · Full analysis span regression · 6 months rolling