+14.8%
SPY vs RCL
+27.6%
-12.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | +0.9% |
| 7D | -0.7% | +11.7% | -12.4% | -2.1% |
| 30D | -1.0% | +21.1% | -22.2% | -3.4% |
| 3M | -0.3% | +2.9% | -3.2% | -0.7% |
| 6M | +7.3% | +29.8% | -22.5% | +3.6% |
| YTD | +13.3% | +21.4% | -8.1% | +9.4% |
| 1Y | +14.8% | +32.0% | -17.2% | +9.3% |
| All | +14.8% | +27.6% | -12.8% | +9.3% |
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