+99.5%
U vs RCL
+266.4%
-166.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.9% |
| 7D | +36.6% | +6.5% | +30.1% | +32.4% |
| 30D | +13.3% | +15.9% | -2.6% | +5.6% |
| 3M | +26.2% | +2.7% | +23.5% | +23.8% |
| 6M | +88.7% | +15.2% | +73.5% | +74.1% |
| YTD | +16.6% | +19.2% | -2.7% | +5.7% |
| 1Y | +29.0% | +31.6% | -2.7% | +10.6% |
| 3Y | +99.5% | +274.2% | -174.7% | -11.9% |
| All | +99.5% | +266.4% | -166.9% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling