+331.9%
RCL vs SIMO
+394.4%
-62.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.6% |
| 7D | -1.2% | +4.1% | -5.3% | -2.2% |
| 30D | +17.8% | -24.0% | +41.8% | +23.2% |
| 3M | +4.9% | -31.8% | +36.7% | +10.5% |
| 6M | +23.7% | -36.9% | +60.6% | +28.2% |
| YTD | +17.8% | +84.8% | -67.0% | -13.5% |
| 1Y | +28.9% | +99.0% | -70.1% | -7.8% |
| 3Y | +241.9% | +217.9% | +23.9% | +105.6% |
| 5Y | +295.4% | +171.5% | +123.9% | +136.2% |
| All | +331.9% | +394.4% | -62.5% | +91.7% |
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