-14.3%
TEAM vs RCL
+255.6%
-269.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.4% | -1.2% | -1.2% | -2.1% |
| 30D | -26.7% | +17.8% | -44.6% | -30.7% |
| 3M | -9.6% | +4.9% | -14.6% | -11.6% |
| 6M | +86.0% | +23.7% | +62.3% | +71.4% |
| YTD | -7.5% | +17.8% | -25.3% | -15.8% |
| 1Y | -1.4% | +28.9% | -30.3% | -14.2% |
| 3Y | -14.3% | +241.9% | -256.2% | -47.3% |
| All | -14.3% | +255.6% | -269.9% | -47.3% |
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