+173.9%
RCL vs SNY
-9.6%
+183.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.9% | -3.3% | +1.4% | -1.2% |
| 30D | -15.5% | -2.2% | -13.4% | -15.1% |
| 3M | -9.7% | -3.0% | -6.6% | -9.1% |
| 6M | -8.7% | +2.7% | -11.5% | -8.8% |
| YTD | -5.8% | -6.8% | +1.1% | -4.6% |
| 1Y | -24.5% | -5.3% | -19.2% | -23.6% |
| 3Y | +173.9% | -9.8% | +183.7% | +172.0% |
| All | +173.9% | -9.6% | +183.5% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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