+28.9%
RCL vs SRE
-11.2%
+40.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -1.2% | +1.8% | -2.9% | -1.3% |
| 30D | +17.8% | -3.0% | +20.8% | +18.1% |
| 3M | +4.9% | -7.3% | +12.2% | +4.7% |
| 6M | +23.7% | -11.9% | +35.6% | +23.4% |
| YTD | +17.8% | -7.9% | +25.7% | +16.0% |
| 1Y | +28.9% | -11.1% | +40.1% | +28.5% |
| All | +28.9% | -11.2% | +40.1% | +28.5% |
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