-50.3%
TEAM vs RCL
+249.6%
-299.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.4% | -5.1% | +4.7% | +1.7% |
| 30D | +67.3% | -19.0% | +86.3% | +82.2% |
| 3M | +86.8% | -9.6% | +96.4% | +93.4% |
| 6M | +146.8% | -6.7% | +153.5% | +148.8% |
| YTD | +16.9% | -3.9% | +20.8% | +13.7% |
| 1Y | +12.8% | -25.1% | +37.9% | +22.3% |
| 3Y | -7.3% | +179.1% | -186.4% | -48.3% |
| All | -50.3% | +249.6% | -299.9% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling