-5.1%
SPOT vs RCL
+25.0%
-30.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +16.9% | +17.8% | -0.9% | +17.0% |
| 3M | +23.0% | +4.9% | +18.0% | +23.1% |
| 6M | +42.2% | +23.7% | +18.5% | +41.8% |
| YTD | +5.5% | +17.8% | -12.3% | +6.4% |
| 1Y | -5.1% | +28.9% | -34.0% | -3.6% |
| All | -5.1% | +25.0% | -30.1% | -3.6% |
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 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