+1,733.5%
RCL vs SPYG
+528.0%
+1,205.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.5% |
| 7D | -1.2% | +2.3% | -3.5% | -4.0% |
| 30D | +17.8% | -6.5% | +24.3% | +27.0% |
| 3M | +4.9% | -6.8% | +11.8% | +13.6% |
| 6M | +23.7% | -3.1% | +26.9% | +27.3% |
| YTD | +17.8% | +8.0% | +9.8% | +6.7% |
| 1Y | +28.9% | +10.2% | +18.7% | +13.4% |
| 3Y | +241.9% | +91.0% | +150.9% | +54.8% |
| 5Y | +295.4% | +67.7% | +227.7% | +115.9% |
| 10Y | +344.1% | +393.9% | -49.8% | -28.8% |
| All | +1,733.5% | +528.0% | +1,205.5% | +43.9% |
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