+350.2%
RCL vs SIMO
+515.6%
-165.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.2% | -6.4% | -1.6% |
| 7D | -0.5% | +14.6% | -15.1% | -3.5% |
| 30D | -17.3% | +6.2% | -23.6% | -19.0% |
| 3M | -2.8% | +3.6% | -6.3% | -6.6% |
| 6M | -4.4% | +130.8% | -135.2% | -27.9% |
| YTD | -4.2% | +195.8% | -199.9% | -33.7% |
| 1Y | -23.4% | +225.0% | -248.4% | -48.9% |
| 3Y | +179.4% | +452.3% | -272.9% | +56.5% |
| 5Y | +238.8% | +303.6% | -64.8% | +97.4% |
| 10Y | +350.2% | +528.8% | -178.6% | +99.4% |
| All | +350.2% | +515.6% | -165.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling