+264.0%
SPOT vs RCL
+146.5%
+117.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | -0.9% | -5.1% | +4.2% | +0.1% |
| 30D | +12.5% | -19.0% | +31.5% | +17.3% |
| 3M | +9.9% | -9.6% | +19.5% | +11.6% |
| 6M | +1.6% | -6.7% | +8.3% | +1.9% |
| YTD | -6.6% | -3.9% | -2.7% | -7.7% |
| 1Y | -22.9% | -25.1% | +2.2% | -20.1% |
| 3Y | +244.3% | +179.1% | +65.2% | +168.3% |
| 5Y | +117.8% | +243.3% | -125.5% | +55.0% |
| All | +264.0% | +146.5% | +117.5% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling