-26.3%
U vs RCL
+413.2%
-439.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +24.4% | +8.5% | +15.8% | +19.6% |
| 30D | +7.4% | +20.4% | -13.0% | -1.7% |
| 3M | +16.8% | +11.0% | +5.8% | +10.3% |
| 6M | +78.8% | +24.9% | +53.9% | +59.0% |
| YTD | +14.0% | +23.9% | -9.9% | +0.6% |
| 1Y | +16.7% | +30.8% | -14.1% | -0.1% |
| 3Y | +86.4% | +270.4% | -184.0% | -4.1% |
| 5Y | -71.5% | +296.1% | -367.6% | -88.1% |
| All | -26.3% | +413.2% | -439.6% | -64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling