+2,953.4%
SPY vs RCL
+5,669.9%
-2,716.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | -2.7% | +6.5% | -9.2% | -4.0% |
| 30D | -5.4% | +15.9% | -21.3% | -8.4% |
| 3M | -4.1% | +2.7% | -6.8% | -5.0% |
| 6M | +0.7% | +15.2% | -14.5% | -3.0% |
| YTD | +8.7% | +19.2% | -10.6% | +2.7% |
| 1Y | +10.9% | +31.6% | -20.7% | +2.4% |
| 3Y | +75.0% | +274.2% | -199.2% | +26.7% |
| 5Y | +67.8% | +250.1% | -182.3% | +17.0% |
| 10Y | +312.9% | +388.4% | -75.6% | +129.9% |
| All | +2,953.4% | +5,669.9% | -2,716.5% | +769.6% |
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 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