+306.8%
SPOT vs RCL
+217.8%
+89.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.6% |
| 7D | +1.0% | +8.5% | -7.5% | -0.6% |
| 30D | +14.6% | +20.4% | -5.8% | +10.2% |
| 3M | +18.4% | +11.0% | +7.4% | +15.5% |
| 6M | +45.1% | +24.9% | +20.2% | +37.2% |
| YTD | +4.4% | +23.9% | -19.5% | -2.4% |
| 1Y | -2.7% | +30.8% | -33.5% | -10.4% |
| 3Y | +254.6% | +270.4% | -15.8% | +160.2% |
| 5Y | +124.8% | +296.1% | -171.3% | +53.6% |
| All | +306.8% | +217.8% | +89.1% | +199.8% |
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