+382.5%
RCL vs TRU
+247.4%
+135.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +0.6% | 0.0% | +0.7% | +0.6% |
| 30D | +19.4% | +24.3% | -4.8% | +3.5% |
| 3M | +9.8% | +2.3% | +7.5% | +5.9% |
| 6M | +28.6% | +17.7% | +11.0% | +11.9% |
| YTD | +22.2% | -3.8% | +25.9% | +18.4% |
| 1Y | +29.7% | -0.3% | +30.0% | +23.0% |
| 3Y | +265.3% | +58.4% | +206.9% | +134.3% |
| 5Y | +301.8% | -24.0% | +325.8% | +319.3% |
| 10Y | +360.5% | +187.9% | +172.5% | +158.9% |
| All | +382.5% | +247.4% | +135.2% | +159.4% |
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