-22.9%
RCL vs TRU
-17.6%
-5.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -2.5% | -9.4% | +6.9% | +0.8% |
| 30D | -15.7% | -4.1% | -11.6% | -14.7% |
| 3M | -3.6% | +13.6% | -17.2% | -8.9% |
| 6M | -8.7% | +3.6% | -12.2% | -11.1% |
| YTD | -6.2% | -9.8% | +3.7% | -5.3% |
| 1Y | -22.9% | -13.6% | -9.2% | -23.9% |
| All | -22.9% | -17.6% | -5.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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