+5,843.1%
RCL vs UL
+1,690.0%
+4,153.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | +5.0% | +0.3% | +4.7% | +4.8% |
| 30D | +19.4% | +7.0% | +12.4% | +15.1% |
| 3M | +5.9% | +5.8% | +0.1% | +2.5% |
| 6M | +23.8% | +16.1% | +7.7% | +13.7% |
| YTD | +22.8% | +4.5% | +18.3% | +18.8% |
| 1Y | +34.3% | -1.3% | +35.5% | +33.5% |
| 3Y | +276.4% | +35.0% | +241.5% | +210.2% |
| 5Y | +281.6% | +31.9% | +249.7% | +213.4% |
| 10Y | +379.0% | +99.3% | +279.8% | +201.8% |
| All | +5,843.1% | +1,690.0% | +4,153.2% | +1,783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling