+5.9%
RCLO price history and return analytics
+15.5%
-9.6%
-3.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | +1.3% | -1.4% | +2.7% | +1.3% |
| 3M | +2.3% | +4.7% | -2.4% | +2.2% |
| 6M | +6.4% | +11.4% | -5.0% | +5.8% |
| YTD | +4.4% | +13.1% | -8.6% | +3.9% |
| All | +5.9% | +15.5% | -9.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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