+345.6%
RCL vs SO
+154.8%
+190.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -5.1% | -0.2% | -4.9% | -5.0% |
| 30D | -19.0% | -4.6% | -14.4% | -17.4% |
| 3M | -9.6% | -3.0% | -6.5% | -8.6% |
| 6M | -6.7% | -8.3% | +1.6% | -3.8% |
| YTD | -3.9% | +3.5% | -7.4% | -6.4% |
| 1Y | -25.1% | -0.9% | -24.2% | -25.6% |
| 3Y | +179.1% | +45.4% | +133.8% | +122.6% |
| 5Y | +243.3% | +59.6% | +183.7% | +155.8% |
| All | +345.6% | +154.8% | +190.7% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling