+28.6%
RCL vs SITM
-43.3%
+71.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -1.8% |
| 7D | +0.6% | +17.2% | -16.6% | -0.6% |
| 30D | +19.4% | -17.1% | +36.5% | +20.8% |
| 3M | +9.8% | -29.2% | +38.9% | +12.0% |
| 6M | +28.6% | -47.6% | +76.2% | +44.3% |
| All | +28.6% | -43.3% | +71.9% | +44.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling