+331.2%
RCL vs SPYG
+420.3%
-89.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.8% |
| 7D | -2.5% | -1.8% | -0.6% | -0.2% |
| 30D | -15.7% | -1.9% | -13.7% | -13.6% |
| 3M | -3.6% | +5.2% | -8.8% | -10.1% |
| 6M | -8.7% | +15.6% | -24.2% | -24.1% |
| YTD | -6.2% | +12.4% | -18.6% | -19.3% |
| 1Y | -22.9% | +17.5% | -40.3% | -37.8% |
| 3Y | +173.6% | +98.1% | +75.5% | +12.2% |
| 5Y | +226.6% | +84.9% | +141.6% | +48.7% |
| All | +331.2% | +420.3% | -89.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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