-8.0%
T vs RCL
+32.4%
-40.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.8% |
| 7D | +1.7% | +5.0% | -3.3% | +1.7% |
| 30D | -1.7% | +19.4% | -21.1% | -1.6% |
| 3M | -7.3% | +5.9% | -13.3% | -7.4% |
| 6M | -11.2% | +23.8% | -35.0% | -10.8% |
| YTD | -8.1% | +22.8% | -30.9% | -9.1% |
| All | -8.0% | +32.4% | -40.4% | -9.2% |
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