+206.5%
RCL vs SN
+671.3%
-464.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | +17.8% | +21.5% | -3.7% | +10.5% |
| 3M | +4.9% | +20.0% | -15.1% | -1.5% |
| 6M | +23.7% | +119.9% | -96.2% | -5.3% |
| YTD | +17.8% | +102.3% | -84.5% | -7.8% |
| 1Y | +28.9% | +148.0% | -119.1% | -5.1% |
| 3Y | +241.9% | +450.0% | -208.1% | +128.9% |
| All | +206.5% | +671.3% | -464.8% | +104.7% |
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