+241.9%
RCL vs SM
-3.9%
+245.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.2% | +9.4% | -10.6% | -1.7% |
| 30D | +17.8% | -14.4% | +32.2% | +18.7% |
| 3M | +4.9% | +1.6% | +3.4% | +3.7% |
| 6M | +23.7% | +6.3% | +17.4% | +20.4% |
| YTD | +17.8% | +78.8% | -61.0% | -2.3% |
| 1Y | +28.9% | +83.1% | -54.2% | +5.8% |
| 3Y | +241.9% | -5.9% | +247.8% | +224.8% |
| All | +241.9% | -3.9% | +245.8% | +224.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling