+350.2%
RCL vs SBAC
+76.8%
+273.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -17.3% | +3.2% | -20.6% | -18.0% |
| 3M | -2.8% | -5.1% | +2.3% | -2.0% |
| 6M | -4.4% | -2.1% | -2.3% | -5.0% |
| YTD | -4.2% | -0.5% | -3.7% | -5.5% |
| 1Y | -23.4% | +1.1% | -24.5% | -24.8% |
| 3Y | +179.4% | -7.4% | +186.8% | +172.9% |
| 5Y | +238.8% | -44.3% | +283.1% | +286.6% |
| 10Y | +350.2% | +77.6% | +272.6% | +305.0% |
| All | +350.2% | +76.8% | +273.4% | +305.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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