+175.6%
RCL vs SN
+389.7%
-214.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | -5.1% | -9.3% | +4.2% | -1.7% |
| 30D | -19.0% | -4.8% | -14.2% | -17.7% |
| 3M | -9.6% | +40.4% | -50.0% | -21.2% |
| 6M | -6.7% | +50.9% | -57.6% | -21.2% |
| YTD | -3.9% | +54.9% | -58.9% | -19.8% |
| 1Y | -25.1% | +43.0% | -68.1% | -36.0% |
| All | +175.6% | +389.7% | -214.1% | +78.6% |
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