+176.1%
RCL vs USAR
+74.0%
+102.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | -5.1% | -2.1% | -3.0% | -5.1% |
| 30D | -19.0% | +2.6% | -21.6% | -19.0% |
| 3M | -9.6% | -35.0% | +25.4% | -9.3% |
| 6M | -6.7% | -6.9% | +0.2% | -6.4% |
| YTD | -3.9% | +48.0% | -51.9% | -3.2% |
| 1Y | -25.1% | +24.8% | -49.9% | -24.1% |
| 3Y | +179.1% | +73.2% | +105.9% | +209.6% |
| All | +176.1% | +74.0% | +102.1% | +194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling