+276.4%
RCL vs UL
+34.1%
+242.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.8% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | +19.4% | +7.0% | +12.4% | +17.7% |
| 3M | +5.9% | +5.8% | +0.1% | +4.6% |
| 6M | +23.8% | +16.1% | +7.7% | +20.0% |
| YTD | +22.8% | +4.5% | +18.3% | +20.7% |
| 1Y | +34.3% | -1.3% | +35.5% | +32.2% |
| 3Y | +276.4% | +35.0% | +241.5% | +264.7% |
| All | +276.4% | +34.1% | +242.3% | +264.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling