+234.8%
RCL vs TAP
+2.2%
+232.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -5.1% | -2.3% | -2.8% | -4.2% |
| 30D | -19.0% | -2.1% | -16.9% | -18.4% |
| 3M | -9.6% | +6.6% | -16.2% | -12.0% |
| 6M | -6.7% | -11.5% | +4.8% | -2.8% |
| YTD | -3.9% | -10.3% | +6.3% | -1.1% |
| 1Y | -25.1% | -14.4% | -10.7% | -21.6% |
| 3Y | +179.1% | -28.3% | +207.4% | +208.8% |
| All | +234.8% | +2.2% | +232.6% | +175.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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