+279.5%
RCL vs TRU
+238.0%
+41.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +3.6% |
| 7D | -5.1% | -6.8% | +1.7% | -1.1% |
| 30D | -19.0% | 0.0% | -19.0% | -19.4% |
| 3M | -9.6% | +13.3% | -22.9% | -17.7% |
| 6M | -6.7% | +3.4% | -10.1% | -10.7% |
| YTD | -3.9% | -6.4% | +2.5% | -3.6% |
| 1Y | -25.1% | -9.7% | -15.4% | -23.9% |
| 3Y | +179.1% | +0.1% | +179.0% | +143.1% |
| 5Y | +243.3% | -34.0% | +277.3% | +303.0% |
| 10Y | +325.8% | +147.9% | +177.9% | +160.9% |
| All | +279.5% | +238.0% | +41.5% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling