-73.3%
U vs RCL
+292.5%
-365.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.0% |
| 7D | +2.6% | -1.2% | +3.8% | +3.1% |
| 30D | +27.6% | +17.8% | +9.7% | +14.7% |
| 3M | +15.3% | +4.9% | +10.4% | +10.4% |
| 6M | +96.4% | +23.7% | +72.7% | +68.2% |
| YTD | +19.6% | +17.8% | +1.7% | +3.2% |
| 1Y | +42.1% | +28.9% | +13.2% | +14.6% |
| 3Y | +87.5% | +241.9% | -154.3% | -28.3% |
| All | -73.3% | +292.5% | -365.7% | -91.7% |
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