+65.5%
T vs RCL
+255.6%
-190.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.5% | -1.2% | +3.7% | +2.6% |
| 30D | -3.8% | +17.8% | -21.6% | -4.0% |
| 3M | -8.7% | +4.9% | -13.7% | -8.8% |
| 6M | -8.1% | +23.7% | -31.8% | -8.3% |
| YTD | -6.4% | +17.8% | -24.3% | -7.0% |
| 1Y | -9.8% | +28.9% | -38.7% | -10.5% |
| 3Y | +65.5% | +241.9% | -176.4% | +67.2% |
| All | +65.5% | +255.6% | -190.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling