+5,669.9%
RCL vs SAN
+1,793.4%
+3,876.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +2.6% |
| 7D | +6.5% | +4.9% | +1.6% | +3.8% |
| 30D | +15.9% | -13.0% | +28.9% | +24.8% |
| 3M | +2.7% | -18.9% | +21.5% | +14.6% |
| 6M | +15.2% | -4.1% | +19.4% | +16.8% |
| YTD | +19.2% | +2.6% | +16.7% | +15.6% |
| 1Y | +31.6% | +16.9% | +14.7% | +18.7% |
| 3Y | +274.2% | +239.1% | +35.1% | +79.0% |
| 5Y | +250.1% | +266.8% | -16.8% | +57.5% |
| 10Y | +388.4% | +246.0% | +142.4% | +129.4% |
| All | +5,669.9% | +1,793.4% | +3,876.6% | +1,674.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling