+227.1%
RCL vs SPYG
+83.9%
+143.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -2.2% | +0.3% | -2.5% | -2.6% |
| 30D | -15.7% | -1.7% | -14.0% | -14.0% |
| 3M | -8.0% | +3.6% | -11.6% | -12.3% |
| 6M | -10.1% | +16.6% | -26.7% | -25.5% |
| YTD | -5.9% | +13.4% | -19.3% | -19.3% |
| 1Y | -23.5% | +19.6% | -43.1% | -39.2% |
| 3Y | +174.4% | +99.8% | +74.6% | +14.2% |
| 5Y | +227.1% | +85.0% | +142.2% | +50.1% |
| All | +227.1% | +83.9% | +143.2% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling