+379.0%
RCL vs SPY
+315.0%
+64.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | -0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.7% |
| 30D | +19.4% | -3.3% | +22.7% | +26.1% |
| 3M | +5.9% | -2.4% | +8.4% | +10.1% |
| 6M | +23.8% | +2.6% | +21.2% | +18.7% |
| YTD | +22.8% | +11.2% | +11.6% | +3.7% |
| 1Y | +34.3% | +13.4% | +20.9% | +9.8% |
| 3Y | +276.4% | +79.9% | +196.5% | +45.0% |
| 5Y | +281.6% | +72.2% | +209.4% | +65.4% |
| 10Y | +379.0% | +307.3% | +71.7% | -34.1% |
| All | +379.0% | +315.0% | +64.0% | -34.1% |
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