-6.0%
U vs RCL
-24.0%
+18.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +4.5% | -0.5% | +4.9% | +4.7% |
| 30D | -0.6% | -17.3% | +16.8% | +7.4% |
| 3M | +48.4% | -2.8% | +51.2% | +49.0% |
| 6M | +115.4% | -4.4% | +119.8% | +115.7% |
| YTD | -3.2% | -4.2% | +1.0% | +2.3% |
| 1Y | -6.0% | -23.4% | +17.3% | +9.6% |
| All | -6.0% | -24.0% | +18.0% | +9.6% |
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