-23.4%
RCL vs SPG
+22.1%
-45.5%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.8% |
| 3M | -2.8% | +3.3% | -6.1% | -5.7% |
| 6M | -4.4% | +11.2% | -15.6% | -13.1% |
| YTD | -4.2% | +17.1% | -21.2% | -17.8% |
| 1Y | -23.4% | +21.6% | -45.0% | -35.0% |
| All | -23.4% | +22.1% | -45.5% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling