+136.8%
RCL vs SITM
+4,608.4%
-4,471.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.7% | -1.5% |
| 7D | -5.1% | +9.7% | -14.8% | -7.0% |
| 30D | -19.0% | +12.7% | -31.7% | -22.2% |
| 3M | -9.6% | -13.4% | +3.8% | -9.3% |
| 6M | -6.7% | +59.6% | -66.3% | -20.5% |
| YTD | -3.9% | +73.3% | -77.2% | -20.6% |
| 1Y | -25.1% | +165.5% | -190.6% | -45.3% |
| 3Y | +179.1% | +368.7% | -189.6% | +60.4% |
| 5Y | +243.3% | +172.5% | +70.8% | +100.6% |
| All | +136.8% | +4,608.4% | -4,471.6% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling