+764.9%
RCL vs SIMO
+1,993.5%
-1,228.6%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.4% | +11.3% | +0.3% |
| 7D | +3.9% | -31.4% | +35.3% | +12.5% |
| 30D | +11.8% | -45.2% | +56.9% | +26.8% |
| 3M | -0.8% | -36.5% | +35.7% | +6.6% |
| 6M | +23.6% | -34.2% | +57.8% | +27.4% |
| YTD | +17.6% | +69.9% | -52.3% | -9.3% |
| 1Y | +28.3% | +60.4% | -32.1% | +0.2% |
| 3Y | +261.4% | +203.1% | +58.3% | +133.1% |
| 5Y | +245.3% | +145.4% | +99.9% | +124.5% |
| 10Y | +381.8% | +368.9% | +12.9% | +149.1% |
| All | +764.9% | +1,993.5% | -1,228.6% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling