+240.0%
SPOT vs RCL
+180.0%
+60.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +8.3% | -17.3% | +25.6% | +13.2% |
| 3M | +5.1% | -2.8% | +7.8% | +5.0% |
| 6M | -6.5% | -4.4% | -2.1% | -6.9% |
| YTD | -9.0% | -4.2% | -4.8% | -11.0% |
| 1Y | -26.4% | -23.4% | -3.0% | -22.4% |
| 3Y | +240.0% | +179.4% | +60.6% | +113.1% |
| All | +240.0% | +180.0% | +60.1% | +113.1% |
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