-68.4%
U vs RCL
+247.7%
-316.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +4.7% |
| 7D | +36.6% | +6.5% | +30.1% | +31.1% |
| 30D | +13.3% | +15.9% | -2.6% | +3.3% |
| 3M | +26.2% | +2.7% | +23.5% | +22.5% |
| 6M | +88.7% | +15.2% | +73.5% | +69.3% |
| YTD | +16.6% | +19.2% | -2.7% | +0.2% |
| 1Y | +29.0% | +31.6% | -2.7% | +3.3% |
| 3Y | +99.5% | +274.2% | -174.7% | -27.2% |
| All | -68.4% | +247.7% | -316.1% | -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