+234.8%
RCL vs USB
+40.0%
+194.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -5.1% | +1.4% | -6.5% | -6.0% |
| 30D | -19.0% | -1.3% | -17.7% | -18.3% |
| 3M | -9.6% | +15.2% | -24.8% | -18.1% |
| 6M | -6.7% | +18.8% | -25.5% | -17.1% |
| YTD | -3.9% | +21.0% | -24.9% | -15.7% |
| 1Y | -25.1% | +34.0% | -59.1% | -38.5% |
| 3Y | +179.1% | +95.3% | +83.8% | +77.5% |
| All | +234.8% | +40.0% | +194.8% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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