+254.5%
RCL vs SPYG
+93.9%
+160.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -3.2% |
| 7D | +0.6% | -1.5% | +2.1% | +2.0% |
| 30D | +19.4% | -7.2% | +26.6% | +28.9% |
| 3M | +9.8% | -4.6% | +14.4% | +15.0% |
| 6M | +28.6% | -1.2% | +29.9% | +29.4% |
| YTD | +22.2% | +9.3% | +12.9% | +9.9% |
| 1Y | +29.7% | +8.8% | +20.9% | +17.0% |
| All | +254.5% | +93.9% | +160.6% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling