+179.4%
RCL vs SRE
+33.0%
+146.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.7% |
| 7D | -0.5% | +1.4% | -1.9% | -0.8% |
| 30D | -17.3% | +1.9% | -19.2% | -17.9% |
| 3M | -2.8% | -3.3% | +0.5% | -2.1% |
| 6M | -4.4% | -6.4% | +2.0% | -3.1% |
| YTD | -4.2% | -1.8% | -2.3% | -4.6% |
| 1Y | -23.4% | +10.7% | -34.1% | -27.0% |
| 3Y | +179.4% | +31.8% | +147.6% | +146.2% |
| All | +179.4% | +33.0% | +146.4% | +146.2% |
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