+984.0%
RCL vs SBAC
+2,207.9%
-1,223.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +1.7% |
| 7D | +6.5% | +1.2% | +5.3% | +6.3% |
| 30D | +15.9% | +11.2% | +4.7% | +13.6% |
| 3M | +2.7% | +4.5% | -1.8% | +1.7% |
| 6M | +15.2% | -12.2% | +27.4% | +17.2% |
| YTD | +19.2% | -0.1% | +19.4% | +17.8% |
| 1Y | +31.6% | -0.3% | +31.9% | +30.0% |
| 3Y | +274.2% | -8.7% | +282.9% | +270.4% |
| 5Y | +250.1% | -40.2% | +290.2% | +271.6% |
| 10Y | +388.4% | +97.3% | +291.1% | +316.5% |
| All | +984.0% | +2,207.9% | -1,223.9% | +572.6% |
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