+139.7%
RCL vs SE
+597.4%
-457.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | -17.3% | -0.1% | -17.3% | -17.7% |
| 3M | -2.8% | +34.1% | -36.9% | -10.0% |
| 6M | -4.4% | +23.2% | -27.6% | -9.9% |
| YTD | -4.2% | -11.2% | +7.0% | -3.4% |
| 1Y | -23.4% | -40.5% | +17.2% | -15.6% |
| 3Y | +179.4% | +196.3% | -16.9% | +104.5% |
| 5Y | +238.8% | -67.0% | +305.8% | +257.3% |
| All | +139.7% | +597.4% | -457.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling