+58.3%
SOXX vs RCL
-2.6%
+60.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.4% |
| 7D | +6.1% | -2.2% | +8.3% | +7.1% |
| 30D | +0.5% | -15.7% | +16.2% | +7.9% |
| 3M | -5.3% | -8.0% | +2.7% | -3.0% |
| 6M | +58.3% | -10.1% | +68.5% | +62.3% |
| All | +58.3% | -2.6% | +60.9% | +62.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling