+5,775.6%
RCL vs USB
+4,210.6%
+1,565.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +5.2% |
| 7D | +11.7% | +2.4% | +9.3% | +10.1% |
| 30D | +21.1% | +6.6% | +14.6% | +16.4% |
| 3M | +2.9% | -4.1% | +7.0% | +5.6% |
| 6M | +29.8% | +12.5% | +17.4% | +19.7% |
| YTD | +21.4% | +17.6% | +3.8% | +9.0% |
| 1Y | +32.0% | +36.5% | -4.5% | +7.9% |
| 3Y | +273.1% | +95.4% | +177.7% | +139.6% |
| 5Y | +288.4% | +26.1% | +262.2% | +221.3% |
| 10Y | +397.4% | +101.3% | +296.1% | +230.6% |
| All | +5,775.6% | +4,210.6% | +1,565.0% | +1,515.6% |
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