+775.1%
RCL vs TKO
+1,366.4%
-591.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -5.1% | +0.7% | -5.8% | -5.3% |
| 30D | -19.0% | +1.6% | -20.6% | -19.5% |
| 3M | -9.6% | -7.8% | -1.8% | -7.7% |
| 6M | -6.7% | -13.3% | +6.6% | -3.1% |
| YTD | -3.9% | -10.3% | +6.4% | -1.4% |
| 1Y | -25.1% | -0.6% | -24.5% | -25.5% |
| 3Y | +179.1% | +88.5% | +90.6% | +126.1% |
| 5Y | +243.3% | +284.7% | -41.4% | +122.1% |
| 10Y | +325.8% | +905.7% | -580.0% | +99.2% |
| All | +775.1% | +1,366.4% | -591.2% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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