+132.3%
RCL vs SITM
+4,789.7%
-4,657.4%
-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% | -5.1% | -0.8% |
| 7D | -1.9% | +3.9% | -5.8% | -2.7% |
| 30D | -15.5% | -6.6% | -8.9% | -14.7% |
| 3M | -9.7% | -11.9% | +2.2% | -9.6% |
| 6M | -8.7% | +81.1% | -89.9% | -24.3% |
| YTD | -5.8% | +80.0% | -85.7% | -22.8% |
| 1Y | -24.5% | +145.8% | -170.3% | -43.7% |
| 3Y | +173.9% | +475.9% | -302.0% | +49.8% |
| 5Y | +228.0% | +189.2% | +38.8% | +89.1% |
| All | +132.3% | +4,789.7% | -4,657.4% | -41.7% |
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