+227.1%
RCL vs SITM
+164.5%
+62.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.5% |
| 7D | -2.2% | +3.7% | -5.9% | -3.0% |
| 30D | -15.7% | -14.5% | -1.2% | -13.3% |
| 3M | -8.0% | -10.6% | +2.6% | -8.2% |
| 6M | -10.1% | +65.5% | -75.7% | -24.0% |
| YTD | -5.9% | +67.0% | -72.9% | -21.6% |
| 1Y | -23.5% | +138.6% | -162.1% | -42.8% |
| 3Y | +174.4% | +421.8% | -247.4% | +50.5% |
| 5Y | +227.1% | +172.4% | +54.7% | +91.1% |
| All | +227.1% | +164.5% | +62.6% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling