+180.1%
RCL vs SMR
+63.3%
+116.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -5.1% | +4.4% | -9.5% | -5.4% |
| 30D | -19.0% | +3.4% | -22.4% | -19.4% |
| 3M | -9.6% | -19.2% | +9.6% | -8.5% |
| 6M | -6.7% | -22.6% | +16.0% | -5.9% |
| YTD | -3.9% | -31.5% | +27.6% | -2.9% |
| 1Y | -25.1% | -73.1% | +48.0% | -20.1% |
| All | +180.1% | +63.3% | +116.8% | +144.6% |
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 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