+261.1%
RCL vs SO
+75.0%
+186.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.5% |
| 7D | +6.5% | -1.5% | +8.0% | +6.7% |
| 30D | +15.9% | +8.1% | +7.8% | +14.5% |
| 3M | +2.7% | +0.2% | +2.5% | +2.5% |
| 6M | +15.2% | +0.4% | +14.8% | +14.9% |
| YTD | +19.2% | +8.5% | +10.7% | +16.8% |
| 1Y | +31.6% | +4.9% | +26.7% | +29.8% |
| 3Y | +274.2% | +47.9% | +226.3% | +226.2% |
| All | +261.1% | +75.0% | +186.1% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling