+54.7%
RSP vs RCL
+179.1%
-124.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | -0.8% | -5.1% | +4.3% | +0.2% |
| 30D | -0.3% | -19.0% | +18.7% | +3.8% |
| 3M | +4.3% | -9.6% | +13.9% | +6.0% |
| 6M | +8.8% | -6.7% | +15.5% | +9.4% |
| YTD | +15.3% | -3.9% | +19.2% | +14.0% |
| 1Y | +18.3% | -25.1% | +43.4% | +23.5% |
| All | +54.7% | +179.1% | -124.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling