-23.4%
RCL vs SAN
+55.7%
-79.1%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.5% | +3.3% | -3.8% | -2.2% |
| 30D | -17.3% | +1.1% | -18.4% | -17.9% |
| 3M | -2.8% | +22.2% | -25.0% | -13.8% |
| 6M | -4.4% | +36.0% | -40.4% | -18.9% |
| YTD | -4.2% | +28.2% | -32.4% | -17.1% |
| 1Y | -23.4% | +54.1% | -77.5% | -34.0% |
| All | -23.4% | +55.7% | -79.1% | -34.0% |
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 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