-2.7%
TEAM vs RCL
+32.4%
-35.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.5% |
| 7D | -17.2% | +5.0% | -22.2% | -17.6% |
| 30D | -25.1% | +19.4% | -44.5% | -26.5% |
| 3M | +3.9% | +5.9% | -2.0% | +3.7% |
| 6M | +69.1% | +23.8% | +45.3% | +65.8% |
| YTD | -4.5% | +22.8% | -27.3% | -5.4% |
| All | -2.7% | +32.4% | -35.1% | -4.5% |
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