+190.4%
RCL vs SITM
+3,319.5%
-3,129.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.6% |
| 7D | -1.2% | +6.6% | -7.8% | -2.7% |
| 30D | +17.8% | -15.3% | +33.2% | +20.5% |
| 3M | +4.9% | -35.4% | +40.3% | +12.6% |
| 6M | +23.7% | -46.8% | +70.5% | +35.2% |
| YTD | +17.8% | +25.9% | -8.0% | +2.4% |
| 1Y | +28.9% | +54.0% | -25.1% | +6.3% |
| 3Y | +241.9% | +315.6% | -73.7% | +97.2% |
| 5Y | +295.4% | +74.4% | +221.0% | +152.9% |
| All | +190.4% | +3,319.5% | -3,129.1% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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