+238.6%
RCL vs USAR
-19.4%
+258.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.4% |
| 7D | -1.2% | -0.8% | -0.4% | -1.2% |
| 30D | +17.8% | -20.9% | +38.8% | +18.1% |
| 3M | +4.9% | -56.2% | +61.1% | +5.8% |
| 6M | +23.7% | -67.9% | +91.6% | +25.0% |
| YTD | +17.8% | -31.4% | +49.2% | +19.6% |
| 1Y | +28.9% | -45.1% | +74.0% | +30.8% |
| 3Y | +241.9% | -20.3% | +262.2% | +292.3% |
| All | +238.6% | -19.4% | +258.0% | +263.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling