+296.8%
RCL vs S
-52.7%
+349.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +6.5% | -13.4% | +19.9% | +10.0% |
| 30D | +15.9% | -14.0% | +29.9% | +19.5% |
| 3M | +2.7% | +4.9% | -2.2% | -0.2% |
| 6M | +15.2% | +42.0% | -26.8% | +2.8% |
| YTD | +19.2% | +45.1% | -25.9% | +4.5% |
| 1Y | +31.6% | +33.1% | -1.5% | +17.5% |
| 3Y | +274.2% | +40.6% | +233.6% | +219.7% |
| 5Y | +250.1% | -67.5% | +317.5% | +235.7% |
| All | +296.8% | -52.7% | +349.5% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling