+262.6%
RCL vs SMR
+7.6%
+255.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.5% |
| 7D | -2.2% | +13.1% | -15.3% | -3.5% |
| 30D | -15.7% | +17.8% | -33.4% | -17.2% |
| 3M | -8.0% | +8.1% | -16.1% | -9.4% |
| 6M | -10.1% | -11.1% | +1.0% | -10.5% |
| YTD | -5.9% | -23.7% | +17.8% | -5.8% |
| 1Y | -23.5% | -69.4% | +45.9% | -18.6% |
| 3Y | +174.4% | +82.6% | +91.8% | +124.9% |
| All | +262.6% | +7.6% | +255.0% | +199.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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