+220.8%
SOXX vs RCL
+171.1%
+49.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -2.5% | +5.5% | +4.1% |
| 30D | -3.1% | -15.7% | +12.5% | +3.7% |
| 3M | -4.4% | -3.6% | -0.8% | -3.6% |
| 6M | +52.9% | -8.7% | +61.5% | +56.6% |
| YTD | +72.0% | -6.2% | +78.2% | +71.0% |
| 1Y | +105.1% | -22.9% | +128.0% | +121.4% |
| All | +220.8% | +171.1% | +49.7% | +85.3% |
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