+238.8%
RCL vs TRU
-35.2%
+274.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +1.1% |
| 7D | -0.5% | -7.2% | +6.7% | +3.2% |
| 30D | -17.3% | -2.8% | -14.5% | -16.5% |
| 3M | -2.8% | +13.0% | -15.8% | -9.8% |
| 6M | -4.4% | +0.7% | -5.1% | -6.3% |
| YTD | -4.2% | -9.0% | +4.8% | -2.2% |
| 1Y | -23.4% | -16.3% | -7.1% | -18.6% |
| 3Y | +179.4% | -1.1% | +180.5% | +162.2% |
| 5Y | +238.8% | -36.0% | +274.8% | +316.7% |
| All | +238.8% | -35.2% | +274.0% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling