-23.2%
RCL vs SIMO
+216.4%
-239.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.6% |
| 7D | -5.1% | +4.2% | -9.3% | -5.3% |
| 30D | -19.0% | +4.1% | -23.1% | -19.3% |
| 3M | -9.6% | -12.9% | +3.3% | -9.3% |
| 6M | -6.7% | +110.3% | -117.0% | -15.0% |
| YTD | -3.9% | +178.6% | -182.5% | -18.6% |
| All | -23.2% | +216.4% | -239.5% | -36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling