+1,250.6%
T vs RCL
+4,549.4%
-3,298.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.3% | -5.1% | +3.8% | -0.6% |
| 30D | +11.4% | -19.0% | +30.4% | +14.6% |
| 3M | +14.3% | -9.6% | +23.9% | +15.5% |
| 6M | -9.3% | -6.7% | -2.6% | -9.2% |
| YTD | +7.1% | -3.9% | +11.0% | +6.2% |
| 1Y | -9.1% | -25.1% | +16.0% | -7.0% |
| 3Y | +105.3% | +179.1% | -73.8% | +69.5% |
| 5Y | +66.8% | +243.3% | -176.5% | +27.9% |
| 10Y | +66.8% | +325.8% | -259.0% | +10.9% |
| All | +1,250.6% | +4,549.4% | -3,298.8% | +484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling