+4,549.4%
RCL vs SM
+1,035.4%
+3,513.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.4% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -19.0% | +26.3% | -45.3% | -23.4% |
| 3M | -9.6% | +8.7% | -18.3% | -12.7% |
| 6M | -6.7% | +51.7% | -58.4% | -18.2% |
| YTD | -3.9% | +99.0% | -103.0% | -21.5% |
| 1Y | -25.1% | +34.6% | -59.7% | -33.5% |
| 3Y | +179.1% | -7.8% | +186.9% | +161.5% |
| 5Y | +243.3% | +104.8% | +138.5% | +155.1% |
| 10Y | +325.8% | +7.2% | +318.5% | +134.0% |
| All | +4,549.4% | +1,035.4% | +3,513.9% | +1,378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling