-7.2%
T vs RCL
-24.0%
+16.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.3% |
| 3M | +15.3% | -2.8% | +18.1% | +15.3% |
| 6M | -8.5% | -4.4% | -4.1% | -8.4% |
| YTD | +6.8% | -4.2% | +10.9% | +5.6% |
| 1Y | -7.2% | -23.4% | +16.1% | -10.6% |
| All | -7.2% | -24.0% | +16.8% | -10.6% |
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 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