+274.2%
RCL vs SBAC
-10.4%
+284.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.5% |
| 30D | +15.9% | +11.2% | +4.7% | +15.6% |
| 3M | +2.7% | +4.5% | -1.8% | +2.5% |
| 6M | +15.2% | -12.2% | +27.4% | +15.7% |
| YTD | +19.2% | -0.1% | +19.4% | +19.6% |
| 1Y | +31.6% | -0.3% | +31.9% | +32.1% |
| 3Y | +274.2% | -8.7% | +282.9% | +275.5% |
| All | +274.2% | -10.4% | +284.6% | +275.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling