+342.5%
RCL vs UL
+65.2%
+277.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | -15.7% | -0.6% | -15.1% | -15.5% |
| 3M | -8.0% | +9.4% | -17.4% | -11.3% |
| 6M | -10.1% | -4.1% | -6.0% | -9.0% |
| YTD | -5.9% | -2.0% | -3.9% | -5.6% |
| 1Y | -23.5% | -9.0% | -14.5% | -21.2% |
| 3Y | +174.4% | +21.8% | +152.6% | +146.4% |
| 5Y | +227.1% | +20.6% | +206.6% | +189.4% |
| 10Y | +342.5% | +67.7% | +274.8% | +324.5% |
| All | +342.5% | +65.2% | +277.3% | +324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling