+350.2%
RCL vs SPY
+311.3%
+38.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.6% |
| 7D | -0.5% | +0.5% | -1.0% | -1.4% |
| 30D | -17.3% | -0.9% | -16.4% | -16.0% |
| 3M | -2.8% | +3.9% | -6.6% | -8.7% |
| 6M | -4.4% | +14.5% | -18.9% | -22.9% |
| YTD | -4.2% | +12.9% | -17.1% | -20.8% |
| 1Y | -23.4% | +19.4% | -42.7% | -42.4% |
| 3Y | +179.4% | +78.5% | +100.9% | +10.1% |
| 5Y | +238.8% | +81.8% | +157.0% | +34.9% |
| 10Y | +350.2% | +311.5% | +38.7% | -32.0% |
| All | +350.2% | +311.3% | +38.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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