+330.2%
RCL vs SPXS
-99.5%
+429.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -5.0% | -3.4% |
| 7D | -0.2% | -9.5% | +9.2% | -5.3% |
| 30D | +14.4% | +7.4% | +7.0% | +20.2% |
| 3M | +5.2% | +6.1% | -1.0% | +10.3% |
| 6M | +26.1% | -7.3% | +33.4% | +25.0% |
| YTD | +17.4% | -26.7% | +44.1% | +5.2% |
| 1Y | +24.7% | -26.2% | +50.9% | +12.9% |
| 3Y | +250.9% | -80.3% | +331.3% | +84.3% |
| 5Y | +293.8% | -83.4% | +377.3% | +154.4% |
| All | +330.2% | -99.5% | +429.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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