+58.8%
T vs RCL
+381.8%
-323.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.5% |
| 7D | +2.6% | +8.5% | -5.9% | +1.6% |
| 30D | -1.1% | +20.4% | -21.5% | -3.2% |
| 3M | -7.7% | +11.0% | -18.7% | -9.0% |
| 6M | -10.6% | +24.9% | -35.5% | -13.3% |
| YTD | -7.5% | +23.9% | -31.3% | -10.9% |
| 1Y | -7.4% | +30.8% | -38.2% | -11.6% |
| 3Y | +63.1% | +270.4% | -207.3% | +32.7% |
| 5Y | +55.2% | +296.1% | -240.9% | +20.5% |
| 10Y | +58.8% | +375.0% | -316.2% | +16.7% |
| All | +58.8% | +381.8% | -323.0% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling