+217.8%
RCL vs SN
+673.1%
-455.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +0.6% | +3.5% | -2.9% | -0.5% |
| 30D | +19.4% | +19.4% | 0.0% | +12.6% |
| 3M | +9.8% | +20.9% | -11.1% | +2.7% |
| 6M | +28.6% | +111.1% | -82.5% | -0.4% |
| YTD | +22.2% | +102.8% | -80.6% | -4.5% |
| 1Y | +29.7% | +146.2% | -116.5% | -4.3% |
| 3Y | +265.3% | +441.4% | -176.1% | +144.6% |
| All | +217.8% | +673.1% | -455.4% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling