+32.0%
RCL vs SAN
+23.5%
+8.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.4% | -0.1% | +2.8% |
| 7D | +11.7% | +4.5% | +7.2% | +9.0% |
| 30D | +21.1% | -12.1% | +33.2% | +29.7% |
| 3M | +2.9% | -15.6% | +18.4% | +12.4% |
| 6M | +29.8% | +5.8% | +24.0% | +22.1% |
| YTD | +21.4% | +5.5% | +16.0% | +11.8% |
| 1Y | +32.0% | +23.6% | +8.4% | +9.1% |
| All | +32.0% | +23.5% | +8.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling