+219.1%
RCL vs SNY
+9.4%
+209.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.9% | -3.3% | +1.4% | -0.9% |
| 30D | -15.5% | -2.2% | -13.4% | -15.0% |
| 3M | -9.7% | -3.0% | -6.6% | -8.9% |
| 6M | -8.7% | +2.7% | -11.5% | -9.2% |
| YTD | -5.8% | -6.8% | +1.1% | -4.0% |
| 1Y | -24.5% | -5.3% | -19.2% | -23.4% |
| 3Y | +173.9% | -9.8% | +183.7% | +174.1% |
| All | +219.1% | +9.4% | +209.6% | +190.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling