+4,045.3%
RCL vs SPG
+5,805.1%
-1,759.7%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +0.8% |
| 7D | +6.5% | +4.9% | +1.6% | +3.3% |
| 30D | +15.9% | +15.6% | +0.3% | +5.1% |
| 3M | +2.7% | +4.1% | -1.4% | -0.1% |
| 6M | +15.2% | +13.6% | +1.7% | +5.5% |
| YTD | +19.2% | +27.5% | -8.3% | +1.1% |
| 1Y | +31.6% | +32.2% | -0.6% | +9.0% |
| 3Y | +274.2% | +126.0% | +148.2% | +115.1% |
| 5Y | +250.1% | +74.7% | +175.3% | +141.8% |
| 10Y | +388.4% | +112.8% | +275.6% | +184.3% |
| All | +4,045.3% | +5,805.1% | -1,759.7% | +443.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling