+31.5%
RCL vs SMR
-81.4%
+112.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.4% |
| 7D | +8.5% | -2.8% | +11.3% | +8.6% |
| 30D | +20.4% | -27.5% | +47.9% | +24.6% |
| 3M | +11.0% | -43.1% | +54.1% | +17.3% |
| 6M | +24.9% | -58.4% | +83.3% | +36.3% |
| YTD | +23.9% | -63.2% | +87.0% | +32.5% |
| All | +31.5% | -81.4% | +112.9% | +39.6% |
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