+251.1%
RCL vs USAR
-18.3%
+269.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.7% | -1.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.6% |
| 30D | +19.4% | -30.1% | +49.5% | +19.9% |
| 3M | +9.8% | -56.3% | +66.1% | +10.7% |
| 6M | +28.6% | -68.6% | +97.2% | +30.0% |
| YTD | +22.2% | -30.5% | +52.7% | +24.0% |
| 1Y | +29.7% | -53.5% | +83.2% | +31.3% |
| 3Y | +265.3% | -19.3% | +284.6% | +319.1% |
| All | +251.1% | -18.3% | +269.4% | +276.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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