+275.3%
TMUS vs RCL
+886.6%
-611.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +3.6% | +6.5% | -2.9% | +2.2% |
| 30D | -3.4% | +15.9% | -19.2% | -6.4% |
| 3M | -9.5% | +2.7% | -12.1% | -10.3% |
| 6M | -15.2% | +15.2% | -30.4% | -18.5% |
| YTD | -18.9% | +19.2% | -38.2% | -23.9% |
| 1Y | -17.7% | +31.6% | -49.3% | -24.6% |
| 3Y | +15.6% | +274.2% | -258.5% | -19.0% |
| 5Y | +38.9% | +250.1% | -211.2% | -7.4% |
| 10Y | +245.3% | +388.4% | -143.1% | +71.6% |
| All | +275.3% | +886.6% | -611.3% | +21.8% |
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