+180.6%
RCL vs SPY
+80.4%
+100.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.3% |
| 30D | -19.0% | +0.1% | -19.1% | -19.1% |
| 3M | -9.6% | +2.0% | -11.6% | -12.3% |
| 6M | -6.7% | +13.0% | -19.7% | -22.3% |
| YTD | -3.9% | +13.5% | -17.5% | -20.5% |
| 1Y | -25.1% | +20.0% | -45.1% | -43.2% |
| All | +180.6% | +80.4% | +100.2% | +20.8% |
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