+205.3%
RCL vs SN
+650.0%
-444.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.9% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +14.4% | +16.6% | -2.2% | +8.8% |
| 3M | +5.2% | +18.3% | -13.1% | -0.8% |
| 6M | +26.1% | +103.1% | -76.9% | -1.0% |
| YTD | +17.4% | +96.7% | -79.4% | -7.3% |
| 1Y | +24.7% | +134.3% | -109.7% | -6.5% |
| 3Y | +250.9% | +425.2% | -174.3% | +137.4% |
| All | +205.3% | +650.0% | -444.7% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling