+175.6%
RCL vs Z
-33.7%
+209.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | -5.1% | -3.0% | -2.1% | -4.2% |
| 30D | -19.0% | -4.2% | -14.8% | -18.2% |
| 3M | -9.6% | -3.7% | -5.9% | -9.1% |
| 6M | -6.7% | -24.5% | +17.8% | +1.1% |
| YTD | -3.9% | -49.3% | +45.4% | +16.9% |
| 1Y | -25.1% | -58.7% | +33.6% | -3.7% |
| All | +175.6% | -33.7% | +209.3% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling