+4,549.4%
RCL vs UL
+1,625.2%
+2,924.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -5.1% | -1.3% | -3.8% | -4.4% |
| 30D | -19.0% | +0.5% | -19.5% | -19.2% |
| 3M | -9.6% | +17.6% | -27.2% | -17.1% |
| 6M | -6.7% | -5.4% | -1.3% | -4.5% |
| YTD | -3.9% | +0.7% | -4.6% | -5.0% |
| 1Y | -25.1% | -9.3% | -15.8% | -22.0% |
| 3Y | +179.1% | +24.5% | +154.6% | +140.4% |
| 5Y | +243.3% | +23.2% | +220.1% | +193.1% |
| 10Y | +325.8% | +64.5% | +261.3% | +198.9% |
| All | +4,549.4% | +1,625.2% | +2,924.2% | +1,407.4% |
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