+380.4%
RCL vs SIMO
+379.7%
+0.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.5% |
| 7D | +6.5% | -22.0% | +28.5% | +11.4% |
| 30D | +15.9% | -43.0% | +58.9% | +28.9% |
| 3M | +2.7% | -39.1% | +41.8% | +10.9% |
| 6M | +15.2% | -33.3% | +48.5% | +17.5% |
| YTD | +19.2% | +77.0% | -57.7% | -11.6% |
| 1Y | +31.6% | +73.0% | -41.4% | -2.1% |
| 3Y | +274.2% | +215.7% | +58.5% | +125.0% |
| 5Y | +250.1% | +155.6% | +94.4% | +112.4% |
| All | +380.4% | +379.7% | +0.7% | +114.6% |
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