+4,549.4%
RCL vs USB
+4,334.3%
+215.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.4% |
| 3M | -9.6% | +15.2% | -24.8% | -17.7% |
| 6M | -6.7% | +18.8% | -25.5% | -16.7% |
| YTD | -3.9% | +21.0% | -24.9% | -15.3% |
| 1Y | -25.1% | +34.0% | -59.1% | -38.0% |
| 3Y | +179.1% | +95.3% | +83.8% | +78.2% |
| 5Y | +243.3% | +40.4% | +202.9% | +165.1% |
| 10Y | +325.8% | +107.3% | +218.5% | +177.8% |
| All | +4,549.4% | +4,334.3% | +215.1% | +1,156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling