+29.8%
RCL vs USB
+11.3%
+18.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +5.5% |
| 7D | +11.7% | +2.4% | +9.3% | +10.6% |
| 30D | +21.1% | +6.6% | +14.6% | +18.2% |
| 3M | +2.9% | -4.1% | +7.0% | +4.2% |
| 6M | +29.8% | +12.5% | +17.4% | +23.7% |
| All | +29.8% | +11.3% | +18.6% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling