+350.2%
RCL vs SAN
+338.5%
+11.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | -0.5% | +3.3% | -3.8% | -2.9% |
| 30D | -17.3% | +1.1% | -18.4% | -18.1% |
| 3M | -2.8% | +22.2% | -25.0% | -16.6% |
| 6M | -4.4% | +36.0% | -40.4% | -23.9% |
| YTD | -4.2% | +28.2% | -32.4% | -21.7% |
| 1Y | -23.4% | +54.1% | -77.5% | -45.7% |
| 3Y | +179.4% | +354.2% | -174.9% | -18.6% |
| 5Y | +238.8% | +387.3% | -148.5% | -12.2% |
| 10Y | +350.2% | +334.8% | +15.4% | +19.0% |
| All | +350.2% | +338.5% | +11.7% | +19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling