+238.8%
RCL vs SRE
+51.2%
+187.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -0.5% | +1.4% | -1.9% | -1.0% |
| 30D | -17.3% | +1.9% | -19.2% | -18.2% |
| 3M | -2.8% | -3.3% | +0.5% | -1.9% |
| 6M | -4.4% | -6.4% | +2.0% | -2.6% |
| YTD | -4.2% | -1.8% | -2.3% | -4.7% |
| 1Y | -23.4% | +10.7% | -34.1% | -28.2% |
| 3Y | +179.4% | +31.8% | +147.6% | +127.6% |
| 5Y | +238.8% | +49.2% | +189.5% | +151.6% |
| All | +238.8% | +51.2% | +187.6% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling