+773.5%
RCL vs SBAC
+2,208.1%
-1,434.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -5.0% |
| 30D | -19.0% | +6.9% | -25.9% | -20.0% |
| 3M | -9.6% | -8.2% | -1.3% | -8.5% |
| 6M | -6.7% | -1.6% | -5.1% | -7.3% |
| YTD | -3.9% | -0.1% | -3.8% | -4.9% |
| 1Y | -25.1% | -0.5% | -24.6% | -25.8% |
| 3Y | +179.1% | -9.1% | +188.2% | +176.9% |
| 5Y | +243.3% | -43.8% | +287.1% | +268.7% |
| 10Y | +325.8% | +80.5% | +245.2% | +269.0% |
| All | +773.5% | +2,208.1% | -1,434.7% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling