+276.4%
RCL vs SMR
+151.9%
+124.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.1% | -4.1% | +2.4% |
| 7D | +5.0% | +1.7% | +3.3% | +4.6% |
| 30D | +19.4% | -24.4% | +43.8% | +21.9% |
| 3M | +5.9% | -44.6% | +50.5% | +10.5% |
| 6M | +23.8% | -56.7% | +80.5% | +30.9% |
| YTD | +22.8% | -61.6% | +84.4% | +29.5% |
| 1Y | +34.3% | -82.1% | +116.3% | +48.9% |
| 3Y | +276.4% | +161.5% | +114.9% | +241.5% |
| All | +276.4% | +151.9% | +124.6% | +241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling