+276.4%
RCL vs SRE
+22.3%
+254.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +5.0% | -8.4% | +13.3% | +7.6% |
| 30D | +19.4% | -3.2% | +22.5% | +20.4% |
| 3M | +5.9% | -5.3% | +11.2% | +7.3% |
| 6M | +23.8% | -12.6% | +36.4% | +28.0% |
| YTD | +22.8% | -8.8% | +31.6% | +24.6% |
| 1Y | +34.3% | -13.4% | +47.7% | +38.6% |
| 3Y | +276.4% | +24.4% | +252.0% | +226.0% |
| All | +276.4% | +22.3% | +254.1% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling