+5,669.9%
RCL vs SM
+832.3%
+4,837.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +6.5% | -25.9% | +32.4% | +13.0% |
| 30D | +15.9% | -15.1% | +31.0% | +19.0% |
| 3M | +2.7% | +4.9% | -2.2% | -0.2% |
| 6M | +15.2% | +6.1% | +9.1% | +9.8% |
| YTD | +19.2% | +63.4% | -44.2% | +0.5% |
| 1Y | +31.6% | +72.5% | -40.9% | +9.2% |
| 3Y | +274.2% | -16.9% | +291.1% | +255.3% |
| 5Y | +250.1% | -10.6% | +260.7% | +211.3% |
| 10Y | +388.4% | +11.3% | +377.1% | +165.9% |
| All | +5,669.9% | +832.3% | +4,837.6% | +1,792.5% |
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 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