+350.2%
RCL vs SPG
+61.5%
+288.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -1.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -17.3% | -4.9% | -12.4% | -13.7% |
| 3M | -2.8% | +3.3% | -6.1% | -5.5% |
| 6M | -4.4% | +11.2% | -15.6% | -12.8% |
| YTD | -4.2% | +17.1% | -21.2% | -16.3% |
| 1Y | -23.4% | +21.6% | -45.0% | -35.4% |
| 3Y | +179.4% | +111.9% | +67.5% | +44.8% |
| 5Y | +238.8% | +106.9% | +131.8% | +79.2% |
| 10Y | +350.2% | +62.2% | +288.0% | +109.2% |
| All | +350.2% | +61.5% | +288.6% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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