+350.2%
RCL vs SM
+12.3%
+337.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -17.3% | +31.5% | -48.9% | -22.8% |
| 3M | -2.8% | +17.3% | -20.1% | -7.9% |
| 6M | -4.4% | +48.5% | -52.9% | -16.3% |
| YTD | -4.2% | +106.3% | -110.4% | -23.4% |
| 1Y | -23.4% | +47.3% | -70.7% | -33.9% |
| 3Y | +179.4% | -1.4% | +180.8% | +156.5% |
| 5Y | +238.8% | +114.0% | +124.7% | +143.3% |
| 10Y | +350.2% | +12.5% | +337.7% | +84.0% |
| All | +350.2% | +12.3% | +337.8% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling