+606.5%
RCL vs SIMO
+3,332.4%
-2,725.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -2.2% |
| 7D | -5.1% | +4.2% | -9.3% | -6.2% |
| 30D | -19.0% | +4.1% | -23.1% | -20.6% |
| 3M | -9.6% | -12.9% | +3.3% | -9.8% |
| 6M | -6.7% | +110.3% | -117.0% | -28.4% |
| YTD | -3.9% | +178.6% | -182.5% | -32.4% |
| 1Y | -25.1% | +220.0% | -245.1% | -49.6% |
| 3Y | +179.1% | +409.0% | -229.9% | +63.1% |
| 5Y | +243.3% | +277.3% | -34.0% | +106.7% |
| 10Y | +325.8% | +506.6% | -180.8% | +111.1% |
| All | +606.5% | +3,332.4% | -2,725.8% | +39.0% |
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