+234.8%
RCL vs SO
+58.2%
+176.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -19.0% | -4.6% | -14.4% | -18.5% |
| 3M | -9.6% | -3.0% | -6.5% | -9.3% |
| 6M | -6.7% | -8.3% | +1.6% | -5.7% |
| YTD | -3.9% | +3.5% | -7.4% | -5.1% |
| 1Y | -25.1% | -0.9% | -24.2% | -25.3% |
| 3Y | +179.1% | +45.4% | +133.8% | +143.8% |
| All | +234.8% | +58.2% | +176.6% | +178.4% |
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