+234.8%
RCL vs S
-71.4%
+306.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.1% | -7.7% | +2.6% | -3.3% |
| 30D | -19.0% | -5.3% | -13.7% | -18.4% |
| 3M | -9.6% | +20.3% | -29.8% | -14.8% |
| 6M | -6.7% | +47.4% | -54.1% | -17.8% |
| YTD | -3.9% | +32.5% | -36.5% | -13.4% |
| 1Y | -25.1% | +9.5% | -34.6% | -29.3% |
| 3Y | +179.1% | +15.5% | +163.6% | +150.3% |
| All | +234.8% | -71.4% | +306.2% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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