+31.6%
RCL vs SO
+4.8%
+26.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.3% |
| 7D | +6.5% | -1.5% | +8.0% | +6.4% |
| 30D | +15.9% | +8.1% | +7.8% | +16.7% |
| 3M | +2.7% | +0.2% | +2.5% | +1.6% |
| 6M | +15.2% | +0.4% | +14.8% | +14.4% |
| YTD | +19.2% | +8.5% | +10.7% | +18.9% |
| 1Y | +31.6% | +4.9% | +26.7% | +30.7% |
| All | +31.6% | +4.8% | +26.8% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling