+11,196.9%
TER vs RCL
+4,549.4%
+6,647.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | -5.1% | +5.7% | +2.6% |
| 30D | -8.3% | -19.0% | +10.7% | -0.8% |
| 3M | -12.2% | -9.6% | -2.6% | -8.8% |
| 6M | +17.1% | -6.7% | +23.8% | +20.6% |
| YTD | +84.7% | -3.9% | +88.6% | +85.5% |
| 1Y | +199.9% | -25.1% | +225.0% | +227.3% |
| 3Y | +232.8% | +179.1% | +53.6% | +119.2% |
| 5Y | +198.6% | +243.3% | -44.7% | +70.0% |
| 10Y | +1,669.7% | +325.8% | +1,344.0% | +598.9% |
| All | +11,196.9% | +4,549.4% | +6,647.5% | +1,304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling