-26.6%
U vs RCL
+386.2%
-412.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +2.8% |
| 7D | +2.8% | -0.2% | +3.1% | +2.8% |
| 30D | +7.6% | +14.4% | -6.8% | +0.8% |
| 3M | +12.7% | +5.2% | +7.5% | +9.0% |
| 6M | +87.0% | +26.1% | +60.8% | +65.3% |
| YTD | +13.6% | +17.4% | -3.7% | +2.7% |
| 1Y | +25.3% | +24.7% | +0.6% | +9.5% |
| 3Y | +85.8% | +250.9% | -165.1% | -2.1% |
| 5Y | -74.5% | +293.8% | -368.3% | -89.1% |
| All | -26.6% | +386.2% | -412.8% | -64.1% |
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