+28.9%
RCL vs SMR
-81.8%
+110.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.8% |
| 7D | -1.2% | -8.3% | +7.1% | -0.1% |
| 30D | +17.8% | -20.1% | +37.9% | +20.7% |
| 3M | +4.9% | -52.7% | +57.6% | +13.5% |
| 6M | +23.7% | -61.0% | +84.8% | +36.1% |
| YTD | +17.8% | -67.1% | +84.9% | +27.8% |
| 1Y | +28.9% | -79.9% | +108.8% | +38.4% |
| All | +28.9% | -81.8% | +110.7% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling