+269.2%
RCL vs SMR
+11.2%
+257.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +15.3% | -15.5% | -1.7% |
| 7D | -0.5% | +21.4% | -21.8% | -2.4% |
| 30D | -17.3% | +13.8% | -31.2% | -18.6% |
| 3M | -2.8% | +3.9% | -6.7% | -3.9% |
| 6M | -4.4% | -4.2% | -0.2% | -5.4% |
| YTD | -4.2% | -21.1% | +16.9% | -4.4% |
| 1Y | -23.4% | -67.1% | +43.7% | -19.0% |
| 3Y | +179.4% | +88.9% | +90.5% | +128.3% |
| All | +269.2% | +11.2% | +257.9% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling