-25.1%
RCL vs TPR
+18.2%
-43.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -5.1% | -2.7% | -2.4% | -4.1% |
| 30D | -19.0% | -23.3% | +4.3% | -10.8% |
| 3M | -9.6% | -12.8% | +3.2% | -6.6% |
| 6M | -6.7% | -21.7% | +15.0% | +0.1% |
| YTD | -3.9% | -3.9% | 0.0% | -4.6% |
| 1Y | -25.1% | +16.9% | -42.0% | -30.5% |
| All | -25.1% | +18.2% | -43.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling