+33.9%
TER vs RCL
+32.4%
+1.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.0% | +9.7% | +11.4% |
| 7D | -5.8% | +5.0% | -10.7% | -7.6% |
| 30D | -38.9% | +19.4% | -58.3% | -43.6% |
| 3M | -35.1% | +5.9% | -41.1% | -36.6% |
| 6M | -31.6% | +23.8% | -55.4% | -37.8% |
| YTD | +27.2% | +22.8% | +4.4% | +14.1% |
| All | +33.9% | +32.4% | +1.5% | +19.0% |
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