+18.4%
U vs RCL
+27.6%
-9.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.4% | -1.5% | +2.6% |
| 7D | +7.5% | +11.7% | -4.2% | +3.3% |
| 30D | -7.0% | +21.1% | -28.2% | -13.3% |
| 3M | +20.6% | +2.9% | +17.7% | +19.5% |
| 6M | +53.2% | +29.8% | +23.4% | +37.9% |
| YTD | -3.9% | +21.4% | -25.3% | -3.4% |
| 1Y | +18.4% | +32.0% | -13.7% | +17.5% |
| All | +18.4% | +27.6% | -9.2% | +17.5% |
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