-6.3%
RKT vs RCL
+249.6%
-255.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.1% | -5.1% | +7.2% | +4.2% |
| 30D | +1.4% | -19.0% | +20.4% | +10.1% |
| 3M | +6.3% | -9.6% | +15.9% | +11.0% |
| 6M | -15.5% | -6.7% | -8.8% | -12.8% |
| YTD | -27.4% | -3.9% | -23.5% | -26.5% |
| 1Y | -26.6% | -25.1% | -1.5% | -19.3% |
| 3Y | +41.2% | +179.1% | -137.9% | -7.1% |
| All | -6.3% | +249.6% | -255.9% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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