+270.4%
RCL vs SN
+431.1%
-160.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | +8.5% | +7.6% | +1.0% | +5.4% |
| 30D | +20.4% | +22.4% | -2.0% | +11.0% |
| 3M | +11.0% | +21.7% | -10.7% | +2.2% |
| 6M | +24.9% | +102.8% | -78.0% | -7.1% |
| YTD | +23.9% | +102.4% | -78.6% | -8.3% |
| 1Y | +30.8% | +139.0% | -108.2% | -9.2% |
| 3Y | +270.4% | +440.4% | -170.0% | +129.3% |
| All | +270.4% | +431.1% | -160.7% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling