+5,669.9%
RCL vs SO
+3,293.2%
+2,376.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.4% | +1.8% |
| 7D | +6.5% | -1.5% | +8.0% | +7.1% |
| 30D | +15.9% | +8.1% | +7.8% | +12.5% |
| 3M | +2.7% | +0.2% | +2.5% | +2.5% |
| 6M | +15.2% | +0.4% | +14.8% | +14.7% |
| YTD | +19.2% | +8.5% | +10.7% | +14.6% |
| 1Y | +31.6% | +4.9% | +26.7% | +28.0% |
| 3Y | +274.2% | +47.9% | +226.3% | +212.5% |
| 5Y | +250.1% | +75.7% | +174.4% | +170.1% |
| 10Y | +388.4% | +178.0% | +210.4% | +221.4% |
| All | +5,669.9% | +3,293.2% | +2,376.7% | +2,633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling