-22.9%
RCL vs SRE
+7.5%
-30.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -15.7% | -1.7% | -13.9% | -15.7% |
| 3M | -3.6% | -7.1% | +3.4% | -3.5% |
| 6M | -8.7% | -8.4% | -0.3% | -9.0% |
| YTD | -6.2% | -3.5% | -2.6% | -7.4% |
| 1Y | -22.9% | +5.4% | -28.2% | -26.8% |
| All | -22.9% | +7.5% | -30.4% | -26.8% |
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