+29.7%
RCL vs SN
+140.1%
-110.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +0.6% | +3.5% | -2.9% | -1.1% |
| 30D | +19.4% | +19.4% | 0.0% | +9.8% |
| 3M | +9.8% | +20.9% | -11.1% | 0.0% |
| 6M | +28.6% | +111.1% | -82.5% | -13.3% |
| YTD | +22.2% | +102.8% | -80.6% | -17.8% |
| 1Y | +29.7% | +146.2% | -116.5% | -21.3% |
| All | +29.7% | +140.1% | -110.3% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling