+342.5%
RCL vs SRE
+118.9%
+223.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.4% |
| 7D | -2.2% | +1.5% | -3.7% | -3.1% |
| 30D | -15.7% | +0.8% | -16.5% | -16.5% |
| 3M | -8.0% | -5.8% | -2.2% | -5.0% |
| 6M | -10.1% | -7.8% | -2.3% | -6.5% |
| YTD | -5.9% | -2.4% | -3.5% | -6.4% |
| 1Y | -23.5% | +8.9% | -32.4% | -29.8% |
| 3Y | +174.4% | +31.1% | +143.3% | +106.5% |
| 5Y | +227.1% | +48.6% | +178.5% | +117.5% |
| 10Y | +342.5% | +126.1% | +216.4% | +199.3% |
| All | +342.5% | +118.9% | +223.6% | +199.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling