+292.2%
RCL vs SE
-78.2%
+370.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +17.8% | -20.9% | +38.8% | +24.9% |
| 3M | +4.9% | -38.9% | +43.8% | +18.6% |
| 6M | +23.7% | -19.4% | +43.1% | +29.0% |
| YTD | +17.8% | -40.9% | +58.7% | +31.4% |
| 1Y | +28.9% | -46.2% | +75.1% | +46.8% |
| 3Y | +241.9% | +63.7% | +178.2% | +181.3% |
| All | +292.2% | -78.2% | +370.4% | +348.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling