+1,395.2%
RCL vs SPYG
+564.9%
+830.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -5.1% | +0.4% | -5.5% | -5.5% |
| 30D | -19.0% | -0.4% | -18.6% | -18.6% |
| 3M | -9.6% | +0.5% | -10.1% | -10.6% |
| 6M | -6.7% | +17.5% | -24.2% | -23.2% |
| YTD | -3.9% | +14.3% | -18.3% | -18.3% |
| 1Y | -25.1% | +21.7% | -46.8% | -41.5% |
| 3Y | +179.1% | +98.6% | +80.5% | +21.5% |
| 5Y | +243.3% | +85.1% | +158.2% | +66.8% |
| 10Y | +325.8% | +412.0% | -86.3% | -34.4% |
| All | +1,395.2% | +564.9% | +830.4% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling