+377.2%
RCL vs SMR
-48.1%
+425.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.2% |
| 7D | +8.5% | -2.8% | +11.3% | +8.6% |
| 30D | +20.4% | -27.5% | +47.9% | +23.7% |
| 3M | +11.0% | -43.1% | +54.1% | +16.0% |
| 6M | +24.9% | -58.4% | +83.3% | +33.3% |
| YTD | +23.9% | -63.2% | +87.0% | +31.9% |
| 1Y | +30.8% | -81.6% | +112.5% | +47.3% |
| 3Y | +270.4% | +149.8% | +120.6% | +177.4% |
| All | +377.2% | -48.1% | +425.2% | +320.1% |
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