+175.6%
RCL vs SE
+197.9%
-22.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.1% | -6.1% | +1.0% | -3.6% |
| 30D | -19.0% | -2.5% | -16.6% | -18.9% |
| 3M | -9.6% | +21.7% | -31.3% | -14.5% |
| 6M | -6.7% | +27.0% | -33.7% | -13.2% |
| YTD | -3.9% | -12.1% | +8.2% | -3.3% |
| 1Y | -25.1% | -40.9% | +15.8% | -17.0% |
| All | +175.6% | +197.9% | -22.3% | +122.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling