+251.0%
SPOT vs RCL
+141.4%
+109.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -6.5% | -2.2% | -4.3% | -6.1% |
| 30D | +2.2% | -15.7% | +17.8% | +5.7% |
| 3M | +5.4% | -8.0% | +13.4% | +6.7% |
| 6M | -4.0% | -10.1% | +6.1% | -2.9% |
| YTD | -9.9% | -5.9% | -4.1% | -10.7% |
| 1Y | -27.3% | -23.5% | -3.8% | -25.0% |
| 3Y | +236.4% | +174.4% | +62.0% | +163.1% |
| 5Y | +112.6% | +227.1% | -114.5% | +52.5% |
| All | +251.0% | +141.4% | +109.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling