+202.8%
TER vs RCL
+249.6%
-46.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -5.1% | +5.7% | +2.9% |
| 30D | -8.3% | -19.0% | +10.7% | +0.4% |
| 3M | -12.2% | -9.6% | -2.6% | -8.3% |
| 6M | +17.1% | -6.7% | +23.8% | +20.8% |
| YTD | +84.7% | -3.9% | +88.6% | +85.1% |
| 1Y | +199.9% | -25.1% | +225.0% | +230.8% |
| 3Y | +232.8% | +179.1% | +53.6% | +108.4% |
| All | +202.8% | +249.6% | -46.8% | +66.9% |
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