-69.4%
U vs RCL
+249.6%
-319.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -3.8% | -5.1% | +1.3% | -0.8% |
| 30D | +17.5% | -19.0% | +36.5% | +32.7% |
| 3M | +38.7% | -9.6% | +48.3% | +45.7% |
| 6M | +104.4% | -6.7% | +111.1% | +107.2% |
| YTD | -5.7% | -3.9% | -1.8% | -6.4% |
| 1Y | +3.7% | -25.1% | +28.8% | +19.1% |
| 3Y | +12.3% | +179.1% | -166.8% | -48.9% |
| All | -69.4% | +249.6% | -319.0% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling