+1,050.4%
T vs RCL
+5,669.9%
-4,619.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.1% |
| 7D | +1.0% | +6.5% | -5.5% | +0.1% |
| 30D | -10.6% | +15.9% | -26.5% | -12.5% |
| 3M | -7.7% | +2.7% | -10.4% | -8.3% |
| 6M | -13.3% | +15.2% | -28.5% | -15.5% |
| YTD | -8.8% | +19.2% | -28.0% | -12.4% |
| 1Y | -8.4% | +31.6% | -40.0% | -13.4% |
| 3Y | +59.6% | +274.2% | -214.5% | +26.4% |
| 5Y | +52.1% | +250.1% | -198.0% | +16.5% |
| 10Y | +56.9% | +388.4% | -331.6% | +2.4% |
| All | +1,050.4% | +5,669.9% | -4,619.5% | +381.8% |
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