+379.0%
RCL vs SM
+4.9%
+374.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.6% |
| 7D | +5.0% | -22.3% | +27.2% | +10.5% |
| 30D | +19.4% | -21.4% | +40.7% | +24.9% |
| 3M | +5.9% | +1.4% | +4.6% | +3.5% |
| 6M | +23.8% | +0.1% | +23.7% | +19.1% |
| YTD | +22.8% | +59.0% | -36.1% | +2.5% |
| 1Y | +34.3% | +64.3% | -30.1% | +10.8% |
| 3Y | +276.4% | -13.1% | +289.6% | +251.3% |
| 5Y | +281.6% | -13.9% | +295.4% | +237.3% |
| 10Y | +379.0% | +1.7% | +377.3% | +104.8% |
| All | +379.0% | +4.9% | +374.1% | +104.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling