+379.0%
RCL vs SPG
+117.3%
+261.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +1.3% |
| 7D | +5.0% | +5.1% | -0.1% | +0.8% |
| 30D | +19.4% | +16.8% | +2.5% | +4.7% |
| 3M | +5.9% | +5.7% | +0.3% | +1.1% |
| 6M | +23.8% | +17.8% | +6.0% | +7.3% |
| YTD | +22.8% | +30.1% | -7.3% | -2.1% |
| 1Y | +34.3% | +32.8% | +1.5% | +5.3% |
| 3Y | +276.4% | +137.2% | +139.2% | +77.1% |
| 5Y | +281.6% | +81.5% | +200.1% | +125.2% |
| 10Y | +379.0% | +116.5% | +262.5% | +89.9% |
| All | +379.0% | +117.3% | +261.7% | +89.9% |
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