+151.8%
TER vs RCL
+266.4%
-114.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.9% |
| 7D | -20.5% | +6.5% | -27.0% | -23.0% |
| 30D | -47.0% | +15.9% | -62.9% | -50.8% |
| 3M | -43.3% | +2.7% | -46.0% | -44.4% |
| 6M | -42.9% | +15.2% | -58.1% | -47.1% |
| YTD | +12.9% | +19.2% | -6.4% | +0.6% |
| 1Y | +18.2% | +31.6% | -13.4% | -0.3% |
| 3Y | +151.8% | +274.2% | -122.4% | +19.3% |
| All | +151.8% | +266.4% | -114.6% | +19.3% |
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