+274.2%
RCL vs SPY
+75.1%
+199.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +0.9% |
| 7D | +6.5% | -2.7% | +9.2% | +10.9% |
| 30D | +15.9% | -5.4% | +21.3% | +26.1% |
| 3M | +2.7% | -4.1% | +6.8% | +9.3% |
| 6M | +15.2% | +0.7% | +14.5% | +13.9% |
| YTD | +19.2% | +8.7% | +10.6% | +5.4% |
| 1Y | +31.6% | +10.9% | +20.7% | +12.9% |
| 3Y | +274.2% | +75.0% | +199.2% | +74.7% |
| All | +274.2% | +75.1% | +199.1% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling