+29.7%
RCL vs SM
+62.4%
-32.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +2.1% |
| 7D | +5.0% | -22.3% | +27.2% | -3.1% |
| 30D | +19.4% | -21.4% | +40.7% | +11.0% |
| 3M | +5.9% | +1.4% | +4.6% | +8.5% |
| 6M | +23.8% | +0.1% | +23.7% | +28.0% |
| YTD | +22.8% | +59.0% | -36.1% | +34.2% |
| All | +29.7% | +62.4% | -32.7% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling