+1,083.9%
T vs RCL
+5,811.4%
-4,727.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -1.0% | +19.4% | -20.4% | -3.5% |
| 3M | -8.1% | +9.8% | -17.9% | -9.5% |
| 6M | -8.3% | +28.6% | -36.9% | -12.0% |
| YTD | -6.1% | +22.2% | -28.3% | -10.2% |
| 1Y | -7.4% | +29.7% | -37.1% | -12.3% |
| 3Y | +65.4% | +265.3% | -199.9% | +31.5% |
| 5Y | +57.6% | +301.8% | -244.1% | +18.3% |
| 10Y | +61.4% | +360.5% | -299.1% | +6.3% |
| All | +1,083.9% | +5,811.4% | -4,727.5% | +394.1% |
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