-6.7%
RCL vs SE
+27.4%
-34.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.1% | -6.1% | +1.0% | -3.4% |
| 30D | -19.0% | -2.5% | -16.6% | -18.9% |
| 3M | -9.6% | +21.7% | -31.3% | -17.0% |
| 6M | -6.7% | +27.0% | -33.7% | -16.6% |
| All | -6.7% | +27.4% | -34.1% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling