+234.8%
RCL vs SPG
+102.5%
+132.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.7% |
| 7D | -5.1% | -2.4% | -2.7% | -3.0% |
| 30D | -19.0% | -6.8% | -12.2% | -13.8% |
| 3M | -9.6% | +2.7% | -12.3% | -11.9% |
| 6M | -6.7% | +5.5% | -12.1% | -11.3% |
| YTD | -3.9% | +15.7% | -19.6% | -15.9% |
| 1Y | -25.1% | +20.9% | -46.0% | -37.0% |
| 3Y | +179.1% | +112.4% | +66.7% | +36.9% |
| All | +234.8% | +102.5% | +132.3% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling