+83.9%
TER vs RCL
+285.8%
-201.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | +0.9% |
| 7D | +24.0% | -0.2% | +24.2% | +24.1% |
| 30D | -30.6% | +14.4% | -45.0% | -34.8% |
| 3M | -34.5% | +5.2% | -39.6% | -36.4% |
| 6M | -26.4% | +26.1% | -52.5% | -33.9% |
| YTD | +36.4% | +17.4% | +19.1% | +24.4% |
| 1Y | +47.4% | +24.7% | +22.7% | +30.3% |
| 3Y | +202.6% | +250.9% | -48.4% | +68.4% |
| 5Y | +83.9% | +293.8% | -209.9% | -4.0% |
| All | +83.9% | +285.8% | -201.9% | -4.0% |
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 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