+274.2%
RCL vs USAR
-19.7%
+293.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.8% | -9.5% | +1.2% |
| 7D | +6.5% | -14.5% | +21.0% | +6.7% |
| 30D | +15.9% | -37.8% | +53.7% | +16.5% |
| 3M | +2.7% | -52.8% | +55.4% | +3.5% |
| 6M | +15.2% | -71.2% | +86.5% | +16.4% |
| YTD | +19.2% | -30.9% | +50.1% | +21.1% |
| 1Y | +31.6% | -48.0% | +79.6% | +33.4% |
| 3Y | +274.2% | -19.7% | +293.9% | +385.7% |
| All | +274.2% | -19.7% | +293.9% | +385.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling