-5.8%
TLT vs RCL
+29.3%
-35.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +4.1% | +19.4% | -15.3% | +2.9% |
| 3M | -0.4% | +9.8% | -10.1% | -0.9% |
| 6M | -3.2% | +28.6% | -31.8% | -4.7% |
| YTD | -3.5% | +22.2% | -25.7% | -5.1% |
| 1Y | -5.8% | +29.7% | -35.5% | -7.6% |
| All | -5.8% | +29.3% | -35.1% | -7.6% |
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 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