+370.6%
RCL vs SMR
-48.0%
+418.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | +19.4% | -21.9% | +41.4% | +21.8% |
| 3M | +9.8% | -47.1% | +56.9% | +15.5% |
| 6M | +28.6% | -60.6% | +89.3% | +38.1% |
| YTD | +22.2% | -63.1% | +85.2% | +30.1% |
| 1Y | +29.7% | -80.4% | +110.2% | +45.2% |
| 3Y | +265.3% | +150.2% | +115.1% | +173.5% |
| All | +370.6% | -48.0% | +418.6% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling