-0.3%
SPOT vs RCL
+27.6%
-27.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +4.5% |
| 7D | +16.6% | +11.7% | +4.9% | +16.5% |
| 30D | +29.9% | +21.1% | +8.8% | +29.8% |
| 3M | +31.3% | +2.9% | +28.4% | +31.4% |
| 6M | +43.2% | +29.8% | +13.4% | +42.6% |
| YTD | +8.1% | +21.4% | -13.3% | +8.8% |
| 1Y | -0.3% | +32.0% | -32.3% | +0.2% |
| All | -0.3% | +27.6% | -27.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling