+19.2%
U vs RCL
+32.4%
-13.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.1% |
| 7D | +32.3% | +5.0% | +27.4% | +29.9% |
| 30D | +9.7% | +19.4% | -9.7% | +3.0% |
| 3M | +19.6% | +5.9% | +13.7% | +17.3% |
| 6M | +82.6% | +23.8% | +58.8% | +68.1% |
| YTD | +16.4% | +22.8% | -6.4% | +17.0% |
| All | +19.2% | +32.4% | -13.2% | +20.6% |
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