+32.0%
RCL vs SRE
-7.5%
+39.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.9% | +9.3% | +6.6% |
| 7D | +11.7% | -2.1% | +13.8% | +11.8% |
| 30D | +21.1% | +6.1% | +15.1% | +20.5% |
| 3M | +2.9% | -3.5% | +6.4% | +2.3% |
| 6M | +29.8% | -10.8% | +40.6% | +29.2% |
| YTD | +21.4% | -4.0% | +25.4% | +19.2% |
| 1Y | +32.0% | -7.7% | +39.7% | +29.0% |
| All | +32.0% | -7.5% | +39.5% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling