-23.5%
RCL vs SPXS
-37.2%
+13.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.0% |
| 7D | -2.2% | +1.2% | -3.4% | -1.5% |
| 30D | -15.7% | +5.2% | -20.8% | -13.2% |
| 3M | -8.0% | -9.2% | +1.2% | -11.5% |
| 6M | -10.1% | -29.6% | +19.5% | -23.0% |
| YTD | -5.9% | -27.6% | +21.7% | -18.0% |
| 1Y | -23.5% | -36.7% | +13.2% | -36.0% |
| All | -23.5% | -37.2% | +13.7% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling