+65.3%
T vs RCL
+344.6%
-279.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.3% |
| 7D | -1.5% | -0.5% | -1.1% | -1.5% |
| 30D | +7.6% | -17.3% | +25.0% | +9.9% |
| 3M | +15.3% | -2.8% | +18.1% | +15.4% |
| 6M | -8.5% | -4.4% | -4.1% | -8.7% |
| YTD | +6.8% | -4.2% | +10.9% | +6.0% |
| 1Y | -7.2% | -23.4% | +16.1% | -5.6% |
| 3Y | +108.2% | +179.4% | -71.1% | +75.2% |
| 5Y | +66.1% | +238.8% | -172.7% | +30.9% |
| 10Y | +65.3% | +350.2% | -284.9% | +17.7% |
| All | +65.3% | +344.6% | -279.3% | +17.7% |
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